-6.1%
M vs VCLT
+16.9%
-23.0%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.2% | -4.0% | -4.1% |
| 7D | -4.1% | 0.0% | -4.1% | -4.1% |
| 30D | -13.6% | +0.1% | -13.7% | -13.6% |
| 3M | -2.3% | -2.9% | +0.6% | -0.9% |
| 6M | +21.9% | -4.0% | +25.9% | +24.2% |
| YTD | -0.6% | -2.2% | +1.7% | +0.5% |
| 1Y | +29.7% | -2.6% | +32.3% | +31.4% |
| 3Y | +107.3% | +12.3% | +95.0% | +99.5% |
| 5Y | +20.5% | -16.4% | +36.9% | +21.6% |
| 10Y | -6.1% | +18.1% | -24.1% | +10.7% |
| All | -6.1% | +16.9% | -23.0% | +10.7% |
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