+631.0%
MSCI vs VCLT
+16.9%
+614.0%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.7% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | -1.2% | +0.1% | -1.3% | -1.2% |
| 3M | -8.4% | -2.9% | -5.5% | -6.7% |
| 6M | -1.0% | -4.0% | +2.9% | +1.5% |
| YTD | -2.3% | -2.2% | 0.0% | -0.9% |
| 1Y | -1.2% | -2.6% | +1.4% | +0.4% |
| 3Y | +7.9% | +12.3% | -4.4% | -0.3% |
| 5Y | -10.1% | -16.4% | +6.3% | -3.1% |
| 10Y | +631.0% | +18.1% | +612.9% | +594.1% |
| All | +631.0% | +16.9% | +614.0% | +594.1% |
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