+734.9%
RACE vs VCLT
+20.2%
+714.7%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.3% | +0.4% | +0.5% |
| 7D | +3.9% | +1.2% | +2.7% | +3.3% |
| 30D | +7.4% | +3.4% | +4.1% | +5.6% |
| 3M | +1.6% | -0.9% | +2.5% | +2.1% |
| 6M | +23.3% | -3.1% | +26.5% | +25.5% |
| YTD | +14.7% | -2.4% | +17.0% | +16.3% |
| 1Y | +2.5% | -2.7% | +5.2% | +4.2% |
| 3Y | +28.0% | +16.9% | +11.1% | +19.0% |
| 5Y | +69.8% | -17.0% | +86.8% | +79.8% |
| 10Y | +734.9% | +22.1% | +712.8% | +718.2% |
| All | +734.9% | +20.2% | +714.7% | +718.2% |
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