+53.6%
REPL vs VCLT
+14.1%
+39.5%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.6% | +5.2% |
| 7D | +12.7% | +0.2% | +12.5% | +12.5% |
| 30D | +73.5% | +2.3% | +71.2% | +71.0% |
| 3M | +70.3% | -1.1% | +71.4% | +71.4% |
| 6M | +472.0% | -4.2% | +476.2% | +485.1% |
| YTD | +139.5% | -3.4% | +142.9% | +142.9% |
| 1Y | +167.3% | -3.8% | +171.1% | +171.8% |
| 3Y | +109.5% | +14.7% | +94.8% | +89.3% |
| 5Y | -29.9% | -16.7% | -13.2% | -23.1% |
| All | +53.6% | +14.1% | +39.5% | +58.4% |
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