+352.1%
IDXX vs VCLT
+17.1%
+335.0%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -5.7% | -1.4% | -4.4% | -4.8% |
| 30D | -11.5% | -1.2% | -10.4% | -10.8% |
| 3M | -9.5% | -4.8% | -4.8% | -6.3% |
| 6M | -16.0% | -2.6% | -13.4% | -14.3% |
| YTD | -25.4% | -3.3% | -22.1% | -23.5% |
| 1Y | -21.8% | -4.8% | -17.0% | -18.9% |
| 3Y | +7.0% | +11.5% | -4.5% | -0.5% |
| 5Y | -26.0% | -17.0% | -9.0% | -18.8% |
| All | +352.1% | +17.1% | +335.0% | +330.5% |
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