+252.8%
SPOT vs VCLT
+12.6%
+240.3%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.7% | +0.7% |
| 7D | -3.1% | -1.4% | -1.7% | -2.4% |
| 30D | +7.4% | -1.2% | +8.6% | +8.0% |
| 3M | +8.2% | -4.8% | +13.0% | +10.8% |
| 6M | +2.2% | -2.6% | +4.8% | +3.4% |
| YTD | -9.5% | -3.3% | -6.1% | -8.1% |
| 1Y | -23.8% | -4.8% | -19.0% | -22.1% |
| 3Y | +233.5% | +11.5% | +222.0% | +211.4% |
| 5Y | +112.2% | -17.0% | +129.2% | +119.6% |
| All | +252.8% | +12.6% | +240.3% | +246.3% |
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