-4.3%
M vs VCLT
+20.7%
-25.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +1.0% |
| 7D | +5.0% | +0.2% | +4.8% | +5.0% |
| 30D | +10.6% | +2.3% | +8.3% | +9.6% |
| 3M | +1.6% | -1.1% | +2.6% | +2.1% |
| 6M | +30.8% | -4.2% | +35.0% | +33.6% |
| YTD | +16.9% | -3.4% | +20.3% | +18.9% |
| 1Y | +26.3% | -3.8% | +30.0% | +28.6% |
| 3Y | +158.6% | +14.7% | +143.9% | +148.0% |
| 5Y | +2.1% | -16.7% | +18.8% | +3.4% |
| 10Y | -4.3% | +20.5% | -24.8% | +17.0% |
| All | -4.3% | +20.7% | -25.0% | +17.0% |
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