-3.3%
LVS vs VCLT
+17.1%
-20.4%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -3.5% | -1.4% | -2.1% | -2.9% |
| 30D | -6.2% | -1.2% | -5.1% | -5.8% |
| 3M | -14.8% | -4.8% | -10.1% | -13.2% |
| 6M | -20.9% | -2.6% | -18.3% | -20.0% |
| YTD | -33.0% | -3.3% | -29.7% | -32.1% |
| 1Y | -20.0% | -4.8% | -15.2% | -18.5% |
| 3Y | -6.9% | +11.5% | -18.4% | -10.6% |
| 5Y | +9.1% | -17.0% | +26.1% | +15.2% |
| All | -3.3% | +17.1% | -20.4% | -9.8% |
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