+583.5%
RVMD vs VCLT
-17.3%
+600.8%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -1.0% |
| 7D | -3.6% | -1.3% | -2.3% | -2.4% |
| 30D | -1.1% | -1.1% | 0.0% | -0.1% |
| 3M | +41.0% | -3.7% | +44.7% | +46.1% |
| 6M | +105.7% | -4.0% | +109.7% | +114.4% |
| YTD | +155.3% | -3.4% | +158.7% | +164.8% |
| 1Y | +402.7% | -4.1% | +406.9% | +425.2% |
| 3Y | +533.1% | +11.0% | +522.1% | +475.7% |
| 5Y | +583.5% | -17.0% | +600.5% | +692.7% |
| All | +583.5% | -17.3% | +600.8% | +692.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling