+294.5%
KEEL vs VCLT
-5.1%
+299.6%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.7% | +3.7% |
| 7D | +2.9% | -1.4% | +4.2% | +4.5% |
| 30D | +0.8% | -1.2% | +2.0% | +2.1% |
| 3M | -35.3% | -4.8% | -30.6% | -31.8% |
| 6M | +59.4% | -2.6% | +61.9% | +65.8% |
| YTD | +51.9% | -3.3% | +55.3% | +59.1% |
| 1Y | +75.0% | -4.8% | +79.8% | +86.1% |
| 3Y | +224.5% | +11.5% | +213.0% | +201.8% |
| 5Y | -35.9% | -17.0% | -18.9% | -31.9% |
| All | +294.5% | -5.1% | +299.6% | +367.0% |
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