-2.7%
RRC vs VCLT
+103.4%
-106.1%
-97.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +1.3% | -0.5% | +1.8% | +1.3% |
| 30D | +10.1% | -0.9% | +11.0% | +10.0% |
| 3M | +4.0% | -3.2% | +7.2% | +3.7% |
| 6M | +1.6% | -3.8% | +5.4% | +1.3% |
| YTD | +19.7% | -2.0% | +21.7% | +19.6% |
| 1Y | +21.4% | -0.8% | +22.2% | +21.4% |
| 3Y | +29.7% | +12.3% | +17.4% | +31.0% |
| 5Y | +153.9% | -15.4% | +169.3% | +137.2% |
| 10Y | +10.8% | +15.7% | -4.9% | +19.0% |
| All | -2.7% | +103.4% | -106.1% | +53.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling