+129.4%
FDS vs VCLT
+22.0%
+107.4%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.3% | +0.3% | -0.4% |
| 7D | -2.6% | -1.9% | -0.7% | -1.7% |
| 30D | +14.1% | +1.4% | +12.6% | +13.4% |
| 3M | +19.8% | -1.8% | +21.5% | +20.8% |
| 6M | +55.0% | -3.9% | +58.9% | +57.6% |
| YTD | +15.9% | -3.9% | +19.8% | +17.9% |
| 1Y | +24.2% | -4.7% | +28.9% | +26.8% |
| 3Y | -24.0% | +14.1% | -38.1% | -28.2% |
| 5Y | -23.3% | -16.6% | -6.7% | -19.5% |
| All | +129.4% | +22.0% | +107.4% | +138.0% |
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