+152.8%
RTX vs VCLT
+12.2%
+140.6%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -0.9% | -1.0% |
| 7D | -3.1% | +0.3% | -3.4% | -3.2% |
| 30D | -10.6% | -0.6% | -10.0% | -10.4% |
| 3M | +11.6% | -2.2% | +13.9% | +12.5% |
| 6M | -4.5% | -2.9% | -1.6% | -3.6% |
| YTD | +9.6% | -2.1% | +11.6% | +10.4% |
| 1Y | +30.8% | -2.6% | +33.4% | +32.0% |
| 3Y | +152.8% | +12.5% | +140.3% | +131.0% |
| All | +152.8% | +12.2% | +140.6% | +131.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling