+192.5%
JNJ vs VCLT
+17.1%
+175.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -3.5% | -1.4% | -2.2% | -3.3% |
| 30D | +2.3% | -1.2% | +3.5% | +2.5% |
| 3M | +12.0% | -4.8% | +16.8% | +12.8% |
| 6M | +10.5% | -2.6% | +13.0% | +10.9% |
| YTD | +30.4% | -3.3% | +33.7% | +31.1% |
| 1Y | +52.1% | -4.8% | +57.0% | +53.3% |
| 3Y | +77.8% | +11.5% | +66.3% | +75.0% |
| 5Y | +82.9% | -17.0% | +99.9% | +85.1% |
| All | +192.5% | +17.1% | +175.4% | +186.7% |
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