-72.2%
OPEN vs VCLT
-10.0%
-62.3%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -0.2% | -2.1% | -1.9% |
| 7D | -2.9% | 0.0% | -2.9% | -2.9% |
| 30D | -13.8% | +0.1% | -13.9% | -13.7% |
| 3M | -30.9% | -2.9% | -28.0% | -25.8% |
| 6M | -40.9% | -4.0% | -37.0% | -35.0% |
| YTD | -48.5% | -2.2% | -46.3% | -45.5% |
| 1Y | -50.9% | -2.6% | -48.3% | -47.3% |
| 3Y | -20.6% | +12.3% | -32.9% | -31.7% |
| 5Y | -84.2% | -16.4% | -67.8% | -79.7% |
| All | -72.2% | -10.0% | -62.3% | -66.9% |
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