+129.7%
ROP vs VCLT
+17.0%
+112.7%
-46.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.1% |
| 7D | -8.0% | -1.3% | -6.7% | -7.6% |
| 30D | -2.7% | -1.1% | -1.6% | -2.4% |
| 3M | +16.6% | -3.7% | +20.3% | +18.0% |
| 6M | +10.4% | -4.0% | +14.4% | +11.8% |
| YTD | -12.1% | -3.4% | -8.7% | -11.2% |
| 1Y | -23.6% | -4.1% | -19.5% | -22.6% |
| 3Y | -19.3% | +11.0% | -30.3% | -22.3% |
| 5Y | -15.4% | -17.0% | +1.6% | -13.4% |
| All | +129.7% | +17.0% | +112.7% | +141.6% |
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 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