+273.7%
RMD vs VCLT
+17.0%
+256.7%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | +0.5% |
| 7D | -4.2% | -1.3% | -2.9% | -3.5% |
| 30D | -2.1% | -1.1% | -0.9% | -1.4% |
| 3M | +13.8% | -3.7% | +17.4% | +16.2% |
| 6M | -10.6% | -4.0% | -6.6% | -8.5% |
| YTD | -8.1% | -3.4% | -4.7% | -6.3% |
| 1Y | -18.0% | -4.1% | -13.8% | -16.0% |
| 3Y | +52.9% | +11.0% | +41.9% | +45.2% |
| 5Y | -22.3% | -17.0% | -5.3% | -15.9% |
| All | +273.7% | +17.0% | +256.7% | +252.8% |
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