+715.0%
P vs VCLT
+15.5%
+699.4%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | 0.0% | +1.7% | +1.7% |
| 7D | +7.8% | +0.3% | +7.5% | +7.7% |
| 30D | +12.3% | -0.6% | +12.9% | +12.6% |
| 3M | +37.1% | -2.2% | +39.3% | +38.9% |
| 6M | +66.1% | -2.9% | +69.0% | +69.0% |
| YTD | +50.9% | -2.1% | +53.0% | +52.7% |
| 1Y | +27.2% | -2.6% | +29.8% | +29.1% |
| 3Y | +158.7% | +12.5% | +146.2% | +140.2% |
| 5Y | +291.1% | -15.3% | +306.4% | +327.5% |
| 10Y | +715.0% | +16.6% | +698.4% | +705.7% |
| All | +715.0% | +15.5% | +699.4% | +705.7% |
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