+605.1%
RVMD vs VCLT
-9.7%
+614.8%
-73.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -3.0% | -1.4% | -1.6% | -2.0% |
| 30D | -0.7% | -1.2% | +0.4% | +0.1% |
| 3M | +36.5% | -4.8% | +41.3% | +41.3% |
| 6M | +104.6% | -2.6% | +107.2% | +109.0% |
| YTD | +155.8% | -3.3% | +159.2% | +162.9% |
| 1Y | +340.7% | -4.8% | +345.5% | +357.3% |
| 3Y | +519.9% | +11.5% | +508.4% | +479.3% |
| 5Y | +584.9% | -17.0% | +601.9% | +630.4% |
| All | +605.1% | -9.7% | +614.8% | +691.6% |
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