+339.6%
PODD vs VCLT
+21.5%
+318.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.6% | +2.4% |
| 7D | +4.1% | -2.3% | +6.3% | +5.5% |
| 30D | +13.9% | +0.8% | +13.1% | +13.4% |
| 3M | +4.1% | -2.7% | +6.8% | +5.9% |
| 6M | +2.4% | -4.3% | +6.7% | +5.2% |
| YTD | -46.4% | -4.3% | -42.0% | -44.9% |
| 1Y | -54.2% | -4.4% | -49.8% | -52.9% |
| 3Y | -6.9% | +13.8% | -20.6% | -13.7% |
| 5Y | -51.6% | -17.0% | -34.6% | -47.7% |
| All | +339.6% | +21.5% | +318.0% | +343.0% |
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