+40.3%
RUN vs VCLT
+17.1%
+23.2%
-94.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.9% | -0.9% |
| 7D | -3.7% | -1.4% | -2.4% | -1.7% |
| 30D | -13.0% | -1.2% | -11.8% | -11.3% |
| 3M | -31.8% | -4.8% | -27.0% | -26.2% |
| 6M | -32.2% | -2.6% | -29.7% | -28.5% |
| YTD | -53.5% | -3.3% | -50.1% | -50.5% |
| 1Y | -46.5% | -4.8% | -41.7% | -41.7% |
| 3Y | -37.6% | +11.5% | -49.1% | -42.6% |
| 5Y | -80.9% | -17.0% | -63.9% | -75.9% |
| All | +40.3% | +17.1% | +23.2% | +59.3% |
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