+1,038.1%
RSG vs VCLT
+102.9%
+935.1%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.2% | +0.6% | +0.4% |
| 7D | 0.0% | 0.0% | 0.0% | 0.0% |
| 30D | +3.7% | +0.1% | +3.5% | +3.6% |
| 3M | +6.2% | -2.9% | +9.0% | +6.5% |
| 6M | -2.8% | -4.0% | +1.2% | -2.4% |
| YTD | +5.9% | -2.2% | +8.1% | +6.1% |
| 1Y | -1.8% | -2.6% | +0.8% | -1.5% |
| 3Y | +57.5% | +12.3% | +45.2% | +55.4% |
| 5Y | +91.1% | -16.4% | +107.5% | +91.6% |
| 10Y | +428.1% | +18.1% | +410.0% | +451.2% |
| All | +1,038.1% | +102.9% | +935.1% | +1,376.9% |
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