+3.8%
RRC vs VCLT
+18.4%
-14.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | -1.7% | 0.0% | -1.8% | -1.7% |
| 30D | +3.6% | +0.1% | +3.5% | +3.6% |
| 3M | +8.8% | -2.9% | +11.7% | +9.1% |
| 6M | +0.8% | -4.0% | +4.7% | +1.1% |
| YTD | +19.0% | -2.2% | +21.2% | +19.1% |
| 1Y | +22.9% | -2.6% | +25.5% | +23.1% |
| 3Y | +32.3% | +12.3% | +20.0% | +30.4% |
| 5Y | +151.6% | -16.4% | +167.9% | +141.2% |
| All | +3.8% | +18.4% | -14.6% | +12.5% |
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