+47.7%
FND vs VCLT
+17.9%
+29.8%
-69.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -5.8% | -1.4% | -4.4% | -4.3% |
| 30D | -20.2% | -1.2% | -19.0% | -19.1% |
| 3M | -12.0% | -4.8% | -7.2% | -6.8% |
| 6M | -18.5% | -2.6% | -15.9% | -15.3% |
| YTD | -22.3% | -3.3% | -18.9% | -18.5% |
| 1Y | -47.6% | -4.8% | -42.8% | -44.1% |
| 3Y | -49.8% | +11.5% | -61.3% | -53.4% |
| 5Y | -63.0% | -17.0% | -46.0% | -56.8% |
| All | +47.7% | +17.9% | +29.8% | +70.9% |
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