+582.7%
RTX vs VCLT
+100.6%
+482.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -1.1% | +3.1% | +2.1% |
| 7D | -1.7% | +0.2% | -2.0% | -1.8% |
| 30D | +7.7% | +2.3% | +5.4% | +7.4% |
| 3M | -10.3% | -1.1% | -9.3% | -10.2% |
| 6M | +14.6% | -4.2% | +18.8% | +15.2% |
| YTD | +10.4% | -3.4% | +13.8% | +10.8% |
| 1Y | +13.5% | -3.8% | +17.3% | +14.0% |
| 3Y | +158.6% | +14.7% | +143.9% | +154.9% |
| 5Y | +147.3% | -16.7% | +163.9% | +145.6% |
| 10Y | +268.6% | +20.5% | +248.2% | +299.6% |
| All | +582.7% | +100.6% | +482.1% | +948.4% |
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 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