+63.8%
RRC vs VCLT
+22.0%
+41.8%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.7% |
| 7D | +2.5% | -1.9% | +4.4% | +2.7% |
| 30D | +21.1% | +1.4% | +19.7% | +21.0% |
| 3M | +28.4% | -1.8% | +30.1% | +28.6% |
| 6M | +26.5% | -3.9% | +30.4% | +26.8% |
| YTD | +47.0% | -3.9% | +50.9% | +47.4% |
| 1Y | +35.2% | -4.7% | +39.9% | +35.7% |
| 3Y | +61.0% | +14.1% | +46.9% | +58.3% |
| 5Y | +133.6% | -16.6% | +150.2% | +124.4% |
| All | +63.8% | +22.0% | +41.8% | +73.0% |
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 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