+513.2%
MA vs VCLT
+16.9%
+496.3%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -3.5% | 0.0% | -3.5% | -3.5% |
| 30D | +0.8% | +0.1% | +0.7% | +0.7% |
| 3M | +14.8% | -2.9% | +17.7% | +16.4% |
| 6M | +10.0% | -4.0% | +13.9% | +12.0% |
| YTD | -0.1% | -2.2% | +2.1% | +0.9% |
| 1Y | -2.2% | -2.6% | +0.4% | -1.1% |
| 3Y | +39.3% | +12.3% | +27.0% | +31.0% |
| 5Y | +66.3% | -16.4% | +82.7% | +78.4% |
| 10Y | +513.2% | +18.1% | +495.2% | +479.4% |
| All | +513.2% | +16.9% | +496.3% | +479.4% |
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