+221.7%
PODD vs VCLT
+17.0%
+204.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.2% | -1.2% | -1.7% |
| 7D | -10.6% | -1.3% | -9.3% | -9.8% |
| 30D | -6.9% | -1.1% | -5.8% | -6.3% |
| 3M | -10.6% | -3.7% | -7.0% | -8.6% |
| 6M | -43.5% | -4.0% | -39.5% | -42.1% |
| YTD | -52.6% | -3.4% | -49.2% | -51.7% |
| 1Y | -60.1% | -4.1% | -56.0% | -59.1% |
| 3Y | -21.7% | +11.0% | -32.6% | -26.6% |
| 5Y | -54.6% | -17.0% | -37.6% | -50.8% |
| All | +221.7% | +17.0% | +204.7% | +218.0% |
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