+1,381.0%
NET vs VCLT
-2.3%
+1,383.3%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.0% | -3.6% | -3.3% |
| 7D | -16.4% | +0.4% | -16.8% | -16.6% |
| 30D | -25.8% | +3.9% | -29.8% | -28.0% |
| 3M | -11.5% | -1.9% | -9.6% | -10.3% |
| 6M | +18.9% | -2.6% | +21.5% | +21.0% |
| YTD | +35.2% | -3.1% | +38.3% | +38.1% |
| 1Y | +14.5% | -3.6% | +18.0% | +17.3% |
| 3Y | +313.8% | +15.9% | +298.0% | +269.5% |
| 5Y | +32.6% | -16.4% | +49.0% | +32.5% |
| All | +1,381.0% | -2.3% | +1,383.3% | +1,380.2% |
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