+319.7%
RL vs VCLT
+21.5%
+298.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -1.0% |
| 7D | +2.6% | -2.3% | +4.8% | +3.6% |
| 30D | +2.9% | +0.8% | +2.2% | +2.7% |
| 3M | 0.0% | -2.7% | +2.7% | +1.2% |
| 6M | +17.1% | -4.3% | +21.4% | +19.4% |
| YTD | +10.1% | -4.3% | +14.4% | +12.4% |
| 1Y | +17.3% | -4.4% | +21.7% | +19.8% |
| 3Y | +249.3% | +13.8% | +235.6% | +235.4% |
| 5Y | +240.9% | -17.0% | +257.9% | +247.7% |
| All | +319.7% | +21.5% | +298.1% | +304.9% |
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