+707.9%
P vs VCLT
+20.2%
+687.6%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.3% | +6.0% | +6.1% |
| 7D | -9.6% | +1.2% | -10.9% | -10.3% |
| 30D | -33.4% | +3.4% | -36.8% | -34.8% |
| 3M | +14.2% | -0.9% | +15.1% | +14.6% |
| 6M | +31.6% | -3.1% | +34.7% | +34.0% |
| YTD | +53.5% | -2.4% | +55.8% | +55.4% |
| 1Y | +14.2% | -2.7% | +16.8% | +15.8% |
| 3Y | +190.5% | +16.9% | +173.6% | +163.1% |
| 5Y | +256.3% | -17.0% | +273.3% | +295.6% |
| 10Y | +707.9% | +22.1% | +685.7% | +688.0% |
| All | +707.9% | +20.2% | +687.6% | +688.0% |
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