+649.0%
P vs VCLT
+22.0%
+626.9%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +4.2% |
| 7D | +17.8% | -1.9% | +19.7% | +19.2% |
| 30D | -29.9% | +1.4% | -31.3% | -30.6% |
| 3M | -1.2% | -1.8% | +0.6% | -0.3% |
| 6M | +32.1% | -3.9% | +36.0% | +35.1% |
| YTD | +64.3% | -3.9% | +68.2% | +68.0% |
| 1Y | +24.3% | -4.7% | +29.0% | +27.7% |
| 3Y | +203.2% | +14.1% | +189.1% | +178.1% |
| 5Y | +290.4% | -16.6% | +307.0% | +332.4% |
| All | +649.0% | +22.0% | +626.9% | +588.9% |
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