+280.0%
RTX vs VCLT
+17.0%
+263.0%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.7% |
| 7D | -2.0% | -1.3% | -0.7% | -1.5% |
| 30D | -11.2% | -1.1% | -10.1% | -10.9% |
| 3M | +12.0% | -3.7% | +15.7% | +13.6% |
| 6M | -3.6% | -4.0% | +0.4% | -2.1% |
| YTD | +9.2% | -3.4% | +12.6% | +10.5% |
| 1Y | +29.7% | -4.1% | +33.9% | +31.7% |
| 3Y | +152.0% | +11.0% | +141.0% | +141.2% |
| 5Y | +165.8% | -17.0% | +182.8% | +182.3% |
| All | +280.0% | +17.0% | +263.0% | +272.4% |
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