+44.4%
REPL vs VCLT
+13.0%
+31.4%
-96.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | -0.2% |
| 7D | +1.2% | -2.3% | +3.5% | +2.6% |
| 30D | +92.2% | +0.8% | +91.4% | +91.2% |
| 3M | +44.1% | -2.7% | +46.8% | +46.5% |
| 6M | +313.0% | -4.3% | +317.3% | +322.8% |
| YTD | +125.2% | -4.3% | +129.5% | +129.7% |
| 1Y | +143.8% | -4.4% | +148.1% | +148.7% |
| 3Y | +104.2% | +13.8% | +90.4% | +85.4% |
| 5Y | -34.5% | -17.0% | -17.6% | -28.0% |
| All | +44.4% | +13.0% | +31.4% | +49.9% |
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