+126.0%
DUK vs VCLT
+17.1%
+109.0%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -0.7% | -1.4% | +0.7% | -0.1% |
| 30D | -2.4% | -1.2% | -1.3% | -1.9% |
| 3M | -3.0% | -4.8% | +1.8% | -0.9% |
| 6M | -6.6% | -2.6% | -4.0% | -5.5% |
| YTD | +4.6% | -3.3% | +7.9% | +6.0% |
| 1Y | +1.2% | -4.8% | +6.0% | +3.4% |
| 3Y | +45.7% | +11.5% | +34.1% | +37.7% |
| 5Y | +40.3% | -17.0% | +57.3% | +50.4% |
| All | +126.0% | +17.1% | +109.0% | +100.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VCLT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling