-22.1%
RMD vs VCLT
-15.5%
-6.6%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | -4.7% | 0.0% | -4.7% | -4.7% |
| 30D | +0.2% | +0.1% | +0.1% | +0.2% |
| 3M | +12.0% | -2.9% | +14.9% | +14.2% |
| 6M | -12.5% | -4.0% | -8.6% | -10.2% |
| YTD | -7.9% | -2.2% | -5.7% | -6.6% |
| 1Y | -20.4% | -2.6% | -17.8% | -19.0% |
| 3Y | +53.1% | +12.3% | +40.8% | +43.6% |
| 5Y | -22.1% | -16.4% | -5.8% | -19.6% |
| All | -22.1% | -15.5% | -6.6% | -19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling