+572.1%
ON vs VCLT
+17.0%
+555.1%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | 0.0% | -0.1% |
| 7D | -4.7% | -1.3% | -3.4% | -3.6% |
| 30D | -13.5% | -1.1% | -12.4% | -12.7% |
| 3M | -36.3% | -3.7% | -32.6% | -34.1% |
| 6M | +17.8% | -4.0% | +21.8% | +22.3% |
| YTD | +29.6% | -3.4% | +33.0% | +34.0% |
| 1Y | +45.8% | -4.1% | +49.9% | +51.7% |
| 3Y | -28.3% | +11.0% | -39.3% | -34.5% |
| 5Y | +49.6% | -17.0% | +66.7% | +74.0% |
| All | +572.1% | +17.0% | +555.1% | +593.1% |
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