+433.8%
MAR vs VCLT
+17.1%
+416.8%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.5% | -1.4% | +0.8% | +0.1% |
| 30D | -5.4% | -1.2% | -4.2% | -4.9% |
| 3M | -15.5% | -4.8% | -10.7% | -13.4% |
| 6M | +3.0% | -2.6% | +5.5% | +4.4% |
| YTD | +8.5% | -3.3% | +11.9% | +10.5% |
| 1Y | +26.0% | -4.8% | +30.8% | +29.2% |
| 3Y | +68.6% | +11.5% | +57.1% | +60.0% |
| 5Y | +157.4% | -17.0% | +174.3% | +177.3% |
| All | +433.8% | +17.1% | +416.8% | +440.8% |
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