+261.5%
RF vs VCLT
+20.2%
+241.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.3% | +1.9% | +2.1% |
| 7D | -0.1% | +1.2% | -1.4% | -0.4% |
| 30D | +7.0% | +3.4% | +3.7% | +6.2% |
| 3M | -7.0% | -0.9% | -6.2% | -6.9% |
| 6M | +6.8% | -3.1% | +9.9% | +7.5% |
| YTD | +9.9% | -2.4% | +12.3% | +10.5% |
| 1Y | +21.1% | -2.7% | +23.8% | +21.8% |
| 3Y | +119.6% | +16.9% | +102.8% | +114.2% |
| 5Y | +46.2% | -17.0% | +63.2% | +43.5% |
| 10Y | +261.5% | +22.1% | +239.4% | +389.1% |
| All | +261.5% | +20.2% | +241.3% | +389.1% |
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