+267.0%
RTX vs VCLT
+22.0%
+244.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.3% | -0.2% | -1.0% |
| 7D | +3.4% | -1.9% | +5.3% | +4.1% |
| 30D | +8.4% | +1.4% | +6.9% | +7.8% |
| 3M | -10.7% | -1.8% | -8.9% | -10.1% |
| 6M | +11.7% | -3.9% | +15.6% | +13.3% |
| YTD | +9.3% | -3.9% | +13.2% | +10.9% |
| 1Y | +13.3% | -4.7% | +18.0% | +15.2% |
| 3Y | +156.1% | +14.1% | +142.1% | +142.6% |
| 5Y | +148.5% | -16.6% | +165.1% | +163.8% |
| All | +267.0% | +22.0% | +244.9% | +254.7% |
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