+480.7%
RL vs VCLT
+103.4%
+377.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.1% | +1.9% | +2.0% |
| 7D | -0.8% | -0.5% | -0.3% | -0.7% |
| 30D | -7.8% | -0.9% | -6.9% | -7.6% |
| 3M | -4.0% | -3.2% | -0.8% | -3.5% |
| 6M | -1.9% | -3.8% | +1.9% | -1.2% |
| YTD | -0.2% | -2.0% | +1.9% | +0.2% |
| 1Y | +10.7% | -0.8% | +11.5% | +10.9% |
| 3Y | +210.8% | +12.3% | +198.5% | +207.8% |
| 5Y | +238.2% | -15.4% | +253.6% | +225.6% |
| 10Y | +313.4% | +15.7% | +297.6% | +330.1% |
| All | +480.7% | +103.4% | +377.3% | +705.6% |
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