+688.2%
RF vs VCLT
+102.2%
+586.0%
-65.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.1% | -0.3% | -0.4% |
| 7D | -0.9% | +0.3% | -1.2% | -0.9% |
| 30D | +6.0% | +3.7% | +2.4% | +6.5% |
| 3M | -8.9% | -1.0% | -7.9% | -9.0% |
| 6M | +2.3% | -3.4% | +5.7% | +1.8% |
| YTD | +7.6% | -2.6% | +10.2% | +7.1% |
| 1Y | +21.2% | -3.3% | +24.4% | +20.6% |
| 3Y | +108.5% | +17.3% | +91.2% | +115.7% |
| 5Y | +43.2% | -17.0% | +60.2% | +28.9% |
| 10Y | +288.1% | +18.1% | +269.9% | +354.4% |
| All | +688.2% | +102.2% | +586.0% | +1,440.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling