+272.5%
RF vs VCLT
+18.4%
+254.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.3% |
| 7D | -0.9% | +0.3% | -1.2% | -1.0% |
| 30D | +6.0% | +3.7% | +2.4% | +5.2% |
| 3M | -8.9% | -1.0% | -7.9% | -8.7% |
| 6M | +2.3% | -3.4% | +5.7% | +3.1% |
| YTD | +7.6% | -2.6% | +10.2% | +8.1% |
| 1Y | +21.2% | -3.3% | +24.4% | +22.0% |
| 3Y | +108.5% | +17.3% | +91.2% | +103.8% |
| 5Y | +43.2% | -17.0% | +60.2% | +40.1% |
| All | +272.5% | +18.4% | +254.1% | +383.7% |
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