+338.6%
SPGI vs VCLT
+22.0%
+316.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -0.6% |
| 7D | -0.8% | -1.9% | +1.1% | +0.4% |
| 30D | +14.3% | +1.4% | +12.8% | +13.3% |
| 3M | +14.5% | -1.8% | +16.3% | +15.8% |
| 6M | +17.3% | -3.9% | +21.2% | +20.3% |
| YTD | -4.6% | -3.9% | -0.7% | -2.2% |
| 1Y | +0.8% | -4.7% | +5.5% | +3.8% |
| 3Y | +28.8% | +14.1% | +14.7% | +18.0% |
| 5Y | +14.0% | -16.6% | +30.6% | +24.3% |
| All | +338.6% | +22.0% | +316.5% | +372.3% |
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