+593.1%
MA vs VCLT
+21.5%
+571.6%
-41.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +1.3% | -2.3% | +3.6% | +2.4% |
| 30D | +9.6% | +0.8% | +8.9% | +9.2% |
| 3M | +16.8% | -2.7% | +19.5% | +18.3% |
| 6M | +35.2% | -4.3% | +39.5% | +38.0% |
| YTD | +16.6% | -4.3% | +20.9% | +18.9% |
| 1Y | +19.8% | -4.4% | +24.1% | +22.2% |
| 3Y | +70.7% | +13.8% | +56.9% | +59.4% |
| 5Y | +87.4% | -17.0% | +104.4% | +102.0% |
| All | +593.1% | +21.5% | +571.6% | +549.5% |
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