+584.5%
RTX vs VCLT
+103.4%
+481.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | -5.2% | -0.5% | -4.6% | -5.1% |
| 30D | -9.4% | -0.9% | -8.5% | -9.3% |
| 3M | +12.3% | -3.2% | +15.5% | +12.7% |
| 6M | -3.1% | -3.8% | +0.7% | -2.7% |
| YTD | +10.7% | -2.0% | +12.7% | +10.9% |
| 1Y | +28.4% | -0.8% | +29.2% | +28.6% |
| 3Y | +147.1% | +12.3% | +134.8% | +143.8% |
| 5Y | +167.2% | -15.4% | +182.7% | +165.0% |
| 10Y | +274.7% | +15.7% | +259.0% | +294.6% |
| All | +584.5% | +103.4% | +481.1% | +949.5% |
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