+29.7%
Q vs VCLT
-6.0%
+35.8%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | +0.4% |
| 7D | +4.1% | -1.3% | +5.4% | +6.6% |
| 30D | -10.7% | -1.1% | -9.6% | -9.1% |
| 3M | -11.7% | -3.7% | -8.0% | -5.1% |
| 6M | +8.3% | -4.0% | +12.3% | +16.8% |
| YTD | +51.3% | -3.4% | +54.7% | +60.3% |
| All | +29.7% | -6.0% | +35.8% | +39.3% |
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