-53.4%
S vs VCLT
-15.3%
-38.1%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.2% | +3.1% | +3.2% |
| 7D | +0.1% | -1.3% | +1.3% | +1.5% |
| 30D | -11.8% | -1.1% | -10.7% | -10.7% |
| 3M | +33.9% | -3.7% | +37.6% | +39.7% |
| 6M | +40.1% | -4.0% | +44.1% | +46.6% |
| YTD | +32.1% | -3.4% | +35.5% | +37.1% |
| 1Y | +11.0% | -4.1% | +15.2% | +16.2% |
| 3Y | +16.9% | +11.0% | +6.0% | +1.2% |
| 5Y | -68.9% | -17.0% | -51.9% | -57.6% |
| All | -53.4% | -15.3% | -38.1% | -39.0% |
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