+304.8%
RL vs VCLT
+16.9%
+287.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.3% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -17.5% | +0.1% | -17.6% | -17.6% |
| 3M | -14.0% | -2.9% | -11.1% | -12.9% |
| 6M | -2.0% | -4.0% | +2.0% | -0.2% |
| YTD | -4.6% | -2.2% | -2.3% | -3.5% |
| 1Y | +9.5% | -2.6% | +12.1% | +10.9% |
| 3Y | +200.5% | +12.3% | +188.2% | +189.4% |
| 5Y | +226.3% | -16.4% | +242.6% | +229.5% |
| 10Y | +304.8% | +18.1% | +286.7% | +303.5% |
| All | +304.8% | +16.9% | +287.8% | +303.5% |
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