+49.0%
FND vs VCLT
+16.8%
+32.2%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.7% |
| 7D | -6.8% | -2.3% | -4.6% | -4.3% |
| 30D | +8.0% | +0.8% | +7.2% | +7.5% |
| 3M | -18.9% | -2.7% | -16.3% | -16.0% |
| 6M | +4.7% | -4.3% | +9.0% | +11.1% |
| YTD | -21.6% | -4.3% | -17.3% | -16.5% |
| 1Y | -22.0% | -4.4% | -17.7% | -16.8% |
| 3Y | -40.4% | +13.8% | -54.2% | -45.4% |
| 5Y | -63.8% | -17.0% | -46.8% | -57.4% |
| All | +49.0% | +16.8% | +32.2% | +75.1% |
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