+1,449.6%
NET vs VCLT
-1.2%
+1,450.8%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -7.0% | -0.5% | -6.5% | -6.6% |
| 30D | -4.8% | -0.9% | -3.9% | -4.2% |
| 3M | +3.8% | -3.2% | +7.1% | +6.3% |
| 6M | +50.0% | -3.8% | +53.9% | +54.2% |
| YTD | +41.5% | -2.0% | +43.5% | +43.4% |
| 1Y | +32.8% | -0.8% | +33.6% | +33.4% |
| 3Y | +335.9% | +12.3% | +323.6% | +298.4% |
| 5Y | +113.8% | -15.4% | +129.2% | +112.1% |
| All | +1,449.6% | -1.2% | +1,450.8% | +1,437.7% |
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