+132.4%
LEN vs VCLT
+21.5%
+110.8%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.5% | +0.5% |
| 7D | -5.8% | -2.3% | -3.5% | -3.4% |
| 30D | +13.7% | +0.8% | +13.0% | +13.2% |
| 3M | -3.9% | -2.7% | -1.2% | -0.7% |
| 6M | -0.4% | -4.3% | +3.9% | +5.1% |
| YTD | -16.8% | -4.3% | -12.5% | -12.0% |
| 1Y | -29.5% | -4.4% | -25.1% | -25.4% |
| 3Y | -25.6% | +13.8% | -39.4% | -32.7% |
| 5Y | -13.2% | -17.0% | +3.7% | +3.2% |
| All | +132.4% | +21.5% | +110.8% | +145.7% |
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