+355.6%
RMD vs VCLT
+21.5%
+334.1%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.1% | -2.3% | +4.3% | +3.4% |
| 30D | +2.1% | +0.8% | +1.3% | +1.7% |
| 3M | +6.2% | -2.7% | +8.9% | +7.9% |
| 6M | +19.4% | -4.3% | +23.7% | +22.4% |
| YTD | +0.5% | -4.3% | +4.9% | +3.1% |
| 1Y | -3.9% | -4.4% | +0.4% | -1.5% |
| 3Y | +72.5% | +13.8% | +58.8% | +62.1% |
| 5Y | -1.5% | -17.0% | +15.4% | +6.7% |
| All | +355.6% | +21.5% | +334.1% | +329.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling