+349.2%
PAYC vs VCLT
+17.1%
+332.2%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -5.5% | -1.4% | -4.2% | -4.5% |
| 30D | +3.8% | -1.2% | +5.0% | +4.8% |
| 3M | +65.8% | -4.8% | +70.6% | +72.1% |
| 6M | +68.7% | -2.6% | +71.3% | +71.6% |
| YTD | +38.3% | -3.3% | +41.7% | +41.6% |
| 1Y | -2.4% | -4.8% | +2.4% | +1.1% |
| 3Y | -21.5% | +11.5% | -33.1% | -29.3% |
| 5Y | -52.7% | -17.0% | -35.7% | -45.6% |
| All | +349.2% | +17.1% | +332.2% | +373.0% |
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