+277.0%
IR vs VCLT
+18.3%
+258.7%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.9% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -15.0% | +0.1% | -15.2% | -15.1% |
| 3M | -0.4% | -2.9% | +2.5% | +1.0% |
| 6M | -15.0% | -4.0% | -11.1% | -13.3% |
| YTD | -7.1% | -2.2% | -4.8% | -5.9% |
| 1Y | -7.5% | -2.6% | -5.0% | -6.2% |
| 3Y | +6.3% | +12.3% | -6.0% | +0.8% |
| 5Y | +37.3% | -16.4% | +53.7% | +45.4% |
| All | +277.0% | +18.3% | +258.7% | +301.3% |
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