+336.0%
IR vs VCLT
+17.2%
+318.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.2% | -1.1% | -1.0% |
| 7D | +1.1% | -0.6% | +1.6% | +1.3% |
| 30D | +7.6% | +2.3% | +5.3% | +6.4% |
| 3M | +0.1% | -0.9% | +1.0% | +0.4% |
| 6M | +14.0% | -3.6% | +17.6% | +16.0% |
| YTD | +7.5% | -3.2% | +10.6% | +9.2% |
| 1Y | +10.1% | -4.2% | +14.3% | +12.5% |
| 3Y | +24.9% | +15.0% | +9.9% | +17.2% |
| 5Y | +46.9% | -16.2% | +63.1% | +55.4% |
| All | +336.0% | +17.2% | +318.7% | +365.7% |
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