+328.9%
RRX vs VCLT
+103.3%
+225.6%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.6% | +0.5% |
| 7D | +4.3% | +0.3% | +4.0% | +4.2% |
| 30D | -8.0% | -0.6% | -7.5% | -7.9% |
| 3M | -22.0% | -2.2% | -19.8% | -21.8% |
| 6M | -11.9% | -2.9% | -9.0% | -11.5% |
| YTD | +17.1% | -2.1% | +19.2% | +17.5% |
| 1Y | +14.9% | -2.6% | +17.5% | +15.4% |
| 3Y | +6.9% | +12.5% | -5.6% | +6.8% |
| 5Y | +19.6% | -15.3% | +34.8% | +14.1% |
| 10Y | +215.9% | +16.6% | +199.3% | +240.2% |
| All | +328.9% | +103.3% | +225.6% | +635.5% |
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 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