+17.3%
RL vs VCLT
-4.7%
+22.0%
-19.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.7% | -0.6% |
| 7D | +2.6% | -2.3% | +4.8% | +5.9% |
| 30D | +2.9% | +0.8% | +2.2% | +1.9% |
| 3M | 0.0% | -2.7% | +2.7% | +4.0% |
| 6M | +17.1% | -4.3% | +21.4% | +25.1% |
| YTD | +10.1% | -4.3% | +14.4% | +17.8% |
| 1Y | +17.3% | -4.4% | +21.7% | +25.8% |
| All | +17.3% | -4.7% | +22.0% | +25.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling