+252.1%
INTC vs VCLT
+17.1%
+235.0%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | 0.0% | +2.6% | +2.6% |
| 7D | +7.5% | -1.4% | +8.8% | +8.4% |
| 30D | +2.0% | -1.2% | +3.1% | +2.7% |
| 3M | -12.0% | -4.8% | -7.2% | -9.3% |
| 6M | +114.5% | -2.6% | +117.1% | +118.8% |
| YTD | +179.0% | -3.3% | +182.3% | +185.7% |
| 1Y | +318.3% | -4.8% | +323.1% | +331.9% |
| 3Y | +171.2% | +11.5% | +159.7% | +155.9% |
| 5Y | +107.6% | -17.0% | +124.6% | +123.1% |
| All | +252.1% | +17.1% | +235.0% | +220.3% |
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