+296.4%
SPGI vs VCLT
+16.9%
+279.5%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -3.1% | 0.0% | -3.1% | -3.1% |
| 30D | +2.0% | +0.1% | +1.9% | +2.0% |
| 3M | +4.3% | -2.9% | +7.2% | +6.2% |
| 6M | -0.2% | -4.0% | +3.7% | +2.3% |
| YTD | -14.8% | -2.2% | -12.5% | -13.6% |
| 1Y | -18.5% | -2.6% | -16.0% | -17.3% |
| 3Y | +16.0% | +12.3% | +3.7% | +7.3% |
| 5Y | +2.2% | -16.4% | +18.6% | +11.1% |
| 10Y | +296.4% | +18.1% | +278.4% | +313.5% |
| All | +296.4% | +16.9% | +279.5% | +313.5% |
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