+9.5%
RL vs VCLT
-2.6%
+12.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.2% | -3.1% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -17.5% | +0.1% | -17.6% | -17.7% |
| 3M | -14.0% | -2.9% | -11.1% | -9.9% |
| 6M | -2.0% | -4.0% | +2.0% | +3.1% |
| YTD | -4.6% | -2.2% | -2.3% | -1.1% |
| 1Y | +9.5% | -2.6% | +12.1% | +14.9% |
| All | +9.5% | -2.6% | +12.1% | +14.9% |
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 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