+227.5%
LOW vs VCLT
+17.1%
+210.4%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -3.7% | -1.4% | -2.4% | -2.8% |
| 30D | -8.9% | -1.2% | -7.7% | -8.1% |
| 3M | -10.4% | -4.8% | -5.6% | -7.3% |
| 6M | -19.4% | -2.6% | -16.8% | -17.8% |
| YTD | -17.1% | -3.3% | -13.8% | -15.0% |
| 1Y | -26.3% | -4.8% | -21.4% | -23.6% |
| 3Y | -9.9% | +11.5% | -21.4% | -15.4% |
| 5Y | +6.1% | -17.0% | +23.1% | +16.1% |
| All | +227.5% | +17.1% | +210.4% | +223.8% |
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