+360.5%
RCL vs VCLT
+21.9%
+338.6%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.6% |
| 7D | +0.6% | -0.6% | +1.2% | +1.2% |
| 30D | +19.4% | +2.8% | +16.6% | +16.0% |
| 3M | +9.8% | -0.4% | +10.2% | +10.2% |
| 6M | +28.6% | -3.1% | +31.7% | +33.5% |
| YTD | +22.2% | -2.7% | +24.8% | +26.6% |
| 1Y | +29.7% | -3.7% | +33.4% | +35.9% |
| 3Y | +265.3% | +15.6% | +249.7% | +212.3% |
| 5Y | +301.8% | -15.8% | +317.5% | +392.9% |
| 10Y | +360.5% | +23.0% | +337.5% | +364.6% |
| All | +360.5% | +21.9% | +338.6% | +364.6% |
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