+169.3%
KEY vs VCLT
+16.9%
+152.4%
-65.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -3.3% | +0.1% | -3.4% | -3.3% |
| 3M | -0.7% | -2.9% | +2.1% | +0.2% |
| 6M | +12.5% | -4.0% | +16.5% | +14.0% |
| YTD | +8.4% | -2.2% | +10.7% | +9.2% |
| 1Y | +18.4% | -2.6% | +21.0% | +19.4% |
| 3Y | +123.3% | +12.3% | +111.1% | +115.4% |
| 5Y | +38.8% | -16.4% | +55.2% | +38.6% |
| 10Y | +169.3% | +18.1% | +151.2% | +231.7% |
| All | +169.3% | +16.9% | +152.4% | +231.7% |
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