+562.6%
RL vs VCLT
+100.6%
+462.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.3% | +0.5% |
| 7D | +1.3% | +0.2% | +1.1% | +1.3% |
| 30D | +7.6% | +2.3% | +5.3% | +7.2% |
| 3M | -1.5% | -1.1% | -0.5% | -1.3% |
| 6M | +12.1% | -4.2% | +16.2% | +12.9% |
| YTD | +13.9% | -3.4% | +17.3% | +14.6% |
| 1Y | +20.7% | -3.8% | +24.4% | +21.5% |
| 3Y | +260.6% | +14.7% | +245.9% | +257.2% |
| 5Y | +248.9% | -16.7% | +265.5% | +236.6% |
| 10Y | +355.9% | +20.5% | +335.4% | +387.9% |
| All | +562.6% | +100.6% | +462.1% | +821.5% |
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 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