+568.6%
SE vs VCLT
+12.4%
+556.1%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.2% | -3.9% | -3.9% |
| 7D | -3.6% | 0.0% | -3.6% | -3.6% |
| 30D | -5.3% | +0.1% | -5.4% | -5.3% |
| 3M | +28.1% | -2.9% | +31.0% | +31.1% |
| 6M | +20.7% | -4.0% | +24.6% | +24.7% |
| YTD | -14.8% | -2.2% | -12.5% | -13.1% |
| 1Y | -43.6% | -2.6% | -41.0% | -42.4% |
| 3Y | +184.2% | +12.3% | +171.9% | +154.5% |
| 5Y | -66.3% | -16.4% | -49.9% | -62.7% |
| All | +568.6% | +12.4% | +556.1% | +524.3% |
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