+65.0%
RRC vs VCLT
+21.5%
+43.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +6.4% | -2.3% | +8.6% | +6.6% |
| 30D | +23.9% | +0.8% | +23.1% | +23.8% |
| 3M | +30.2% | -2.7% | +32.8% | +30.5% |
| 6M | +26.3% | -4.3% | +30.5% | +26.7% |
| YTD | +48.1% | -4.3% | +52.4% | +48.5% |
| 1Y | +37.7% | -4.4% | +42.0% | +38.1% |
| 3Y | +60.3% | +13.8% | +46.5% | +57.7% |
| 5Y | +135.3% | -17.0% | +152.3% | +126.1% |
| All | +65.0% | +21.5% | +43.4% | +74.3% |
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