+553.4%
RL vs VCLT
+102.1%
+451.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.2% | -1.6% | -1.4% |
| 7D | -4.4% | -0.6% | -3.8% | -4.3% |
| 30D | +5.6% | +2.8% | +2.8% | +5.1% |
| 3M | -0.6% | -0.4% | -0.3% | -0.6% |
| 6M | +15.5% | -3.1% | +18.6% | +16.1% |
| YTD | +12.3% | -2.7% | +15.0% | +12.9% |
| 1Y | +19.3% | -3.7% | +23.0% | +20.1% |
| 3Y | +255.5% | +15.6% | +240.0% | +251.8% |
| 5Y | +247.1% | -15.8% | +262.8% | +234.6% |
| 10Y | +346.0% | +23.0% | +323.0% | +379.7% |
| All | +553.4% | +102.1% | +451.4% | +807.5% |
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