+786.6%
RACE vs VCLT
+15.5%
+771.0%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -1.0% | +0.3% | -1.3% | -1.2% |
| 30D | -1.5% | -0.6% | -1.0% | -1.2% |
| 3M | +15.5% | -2.2% | +17.7% | +16.9% |
| 6M | +17.3% | -2.9% | +20.2% | +19.3% |
| YTD | +11.1% | -2.1% | +13.2% | +12.5% |
| 1Y | -14.3% | -2.6% | -11.7% | -12.9% |
| 3Y | +40.2% | +12.5% | +27.7% | +32.5% |
| 5Y | +92.6% | -15.3% | +107.8% | +102.5% |
| 10Y | +786.6% | +16.6% | +769.9% | +773.8% |
| All | +786.6% | +15.5% | +771.0% | +773.8% |
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