-47.8%
S vs VCLT
-16.1%
-31.7%
-84.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | 0.0% | +0.1% |
| 7D | +2.0% | -2.3% | +4.2% | +4.7% |
| 30D | -2.7% | +0.8% | -3.5% | -3.5% |
| 3M | -6.9% | -2.7% | -4.2% | -4.0% |
| 6M | +38.1% | -4.3% | +42.4% | +45.0% |
| YTD | +48.0% | -4.3% | +52.3% | +55.3% |
| 1Y | +34.5% | -4.4% | +38.8% | +41.2% |
| 3Y | +38.3% | +13.8% | +24.5% | +15.7% |
| 5Y | -70.9% | -17.0% | -53.9% | -60.2% |
| All | -47.8% | -16.1% | -31.7% | -30.9% |
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