+45.2%
PL vs VCLT
-10.9%
+56.1%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +14.5% | +0.3% | +14.2% | +14.2% |
| 7D | +10.9% | +1.2% | +9.6% | +9.3% |
| 30D | -16.4% | +3.4% | -19.7% | -19.5% |
| 3M | -39.9% | -0.9% | -39.1% | -39.4% |
| 6M | -63.2% | -3.1% | -60.0% | -61.7% |
| YTD | -27.1% | -2.4% | -24.8% | -25.0% |
| 1Y | +12.2% | -2.7% | +14.8% | +15.8% |
| 3Y | +584.3% | +16.9% | +567.4% | +494.1% |
| 5Y | +37.0% | -17.0% | +54.0% | +32.0% |
| All | +45.2% | -10.9% | +56.1% | +38.9% |
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