+209.8%
RF vs VCLT
+22.0%
+187.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +0.4% | -1.9% | +2.3% | +0.8% |
| 30D | +5.6% | +1.4% | +4.1% | +5.2% |
| 3M | -8.9% | -1.8% | -7.1% | -8.5% |
| 6M | +7.1% | -3.9% | +11.0% | +8.1% |
| YTD | +8.3% | -3.9% | +12.2% | +9.3% |
| 1Y | +16.8% | -4.7% | +21.5% | +18.1% |
| 3Y | +115.0% | +14.1% | +100.9% | +110.6% |
| 5Y | +46.4% | -16.6% | +63.0% | +44.2% |
| All | +209.8% | +22.0% | +187.8% | +321.8% |
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