+370.1%
ISRG vs VCLT
+16.9%
+353.2%
-49.9%
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 | -5.0% | 0.0% | -5.0% | -5.0% |
| 30D | -10.2% | +0.1% | -10.3% | -10.2% |
| 3M | -17.2% | -2.9% | -14.3% | -15.7% |
| 6M | -28.4% | -4.0% | -24.5% | -26.7% |
| YTD | -37.6% | -2.2% | -35.4% | -36.8% |
| 1Y | -24.4% | -2.6% | -21.9% | -23.3% |
| 3Y | +18.4% | +12.3% | +6.2% | +10.3% |
| 5Y | -1.0% | -16.4% | +15.4% | +5.9% |
| 10Y | +370.1% | +18.1% | +352.1% | +352.0% |
| All | +370.1% | +16.9% | +353.2% | +352.0% |
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