+4.2%
RRC vs VCLT
+17.0%
-12.8%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -1.2% | -1.3% | +0.1% | -1.0% |
| 30D | +3.0% | -1.1% | +4.1% | +3.1% |
| 3M | +7.3% | -3.7% | +11.0% | +7.6% |
| 6M | +3.6% | -4.0% | +7.6% | +3.9% |
| YTD | +19.4% | -3.4% | +22.8% | +19.7% |
| 1Y | +21.4% | -4.1% | +25.6% | +21.8% |
| 3Y | +32.8% | +11.0% | +21.8% | +30.9% |
| 5Y | +152.0% | -17.0% | +169.0% | +141.9% |
| All | +4.2% | +17.0% | -12.8% | +13.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling