+100.0%
IT vs VCLT
+17.1%
+82.9%
-77.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.2% | +5.2% |
| 7D | -3.7% | -1.4% | -2.3% | -3.1% |
| 30D | +0.1% | -1.2% | +1.2% | +0.6% |
| 3M | +20.7% | -4.8% | +25.5% | +23.0% |
| 6M | +12.0% | -2.6% | +14.5% | +13.0% |
| YTD | -28.8% | -3.3% | -25.5% | -27.9% |
| 1Y | -25.5% | -4.8% | -20.7% | -24.1% |
| 3Y | -48.8% | +11.5% | -60.3% | -51.2% |
| 5Y | -42.7% | -17.0% | -25.8% | -39.9% |
| All | +100.0% | +17.1% | +82.9% | +111.4% |
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