+217.3%
RRX vs VCLT
+17.1%
+200.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.6% | +3.7% |
| 7D | -0.3% | -1.4% | +1.0% | +0.3% |
| 30D | -6.1% | -1.2% | -5.0% | -5.6% |
| 3M | -23.1% | -4.8% | -18.3% | -21.3% |
| 6M | -19.5% | -2.6% | -17.0% | -18.3% |
| YTD | +16.1% | -3.3% | +19.4% | +18.2% |
| 1Y | +12.9% | -4.8% | +17.7% | +15.7% |
| 3Y | +7.9% | +11.5% | -3.6% | +4.8% |
| 5Y | +19.1% | -17.0% | +36.1% | +22.7% |
| All | +217.3% | +17.1% | +200.2% | +226.7% |
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