+417.5%
LIN vs VCLT
+18.4%
+399.1%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.1% | -1.1% | -1.1% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | +6.5% | +3.7% | +2.8% | +4.9% |
| 3M | +5.5% | -1.0% | +6.4% | +5.8% |
| 6M | +3.3% | -3.4% | +6.7% | +4.7% |
| YTD | +22.0% | -2.6% | +24.6% | +23.2% |
| 1Y | +25.7% | -3.3% | +29.0% | +27.3% |
| 3Y | +36.2% | +17.3% | +18.9% | +26.9% |
| 5Y | +66.1% | -17.0% | +83.1% | +76.8% |
| All | +417.5% | +18.4% | +399.1% | +395.9% |
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