+62.3%
FDS vs VCLT
+17.1%
+45.2%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.3% | -1.2% |
| 7D | -14.0% | -1.4% | -12.6% | -13.5% |
| 30D | -6.2% | -1.2% | -5.0% | -5.7% |
| 3M | +10.2% | -4.8% | +14.9% | +12.5% |
| 6M | +27.4% | -2.6% | +30.0% | +28.8% |
| YTD | -9.3% | -3.3% | -5.9% | -8.0% |
| 1Y | -28.6% | -4.8% | -23.8% | -27.2% |
| 3Y | -36.8% | +11.5% | -48.3% | -39.8% |
| 5Y | -28.6% | -17.0% | -11.7% | -25.2% |
| All | +62.3% | +17.1% | +45.2% | +67.0% |
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