+235.5%
FFIV vs VCLT
+17.0%
+218.5%
-54.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.1% |
| 7D | +1.6% | -1.3% | +2.9% | +2.1% |
| 30D | -3.7% | -1.1% | -2.6% | -3.3% |
| 3M | +2.0% | -3.7% | +5.7% | +3.5% |
| 6M | +39.3% | -4.0% | +43.3% | +41.5% |
| YTD | +56.1% | -3.4% | +59.5% | +58.1% |
| 1Y | +22.0% | -4.1% | +26.1% | +23.9% |
| 3Y | +148.2% | +11.0% | +137.2% | +137.6% |
| 5Y | +96.3% | -17.0% | +113.3% | +104.1% |
| All | +235.5% | +17.0% | +218.5% | +256.8% |
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