+657.6%
STM vs VCLT
+15.5%
+642.0%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +5.2% | +0.3% | +4.9% | +4.9% |
| 30D | -7.4% | -0.6% | -6.8% | -7.0% |
| 3M | -30.6% | -2.2% | -28.4% | -29.1% |
| 6M | +66.4% | -2.9% | +69.3% | +71.4% |
| YTD | +101.1% | -2.1% | +103.2% | +105.8% |
| 1Y | +97.4% | -2.6% | +100.0% | +102.8% |
| 3Y | +21.1% | +12.5% | +8.6% | +11.2% |
| 5Y | +22.5% | -15.3% | +37.8% | +37.3% |
| 10Y | +657.6% | +16.6% | +641.0% | +663.2% |
| All | +657.6% | +15.5% | +642.0% | +663.2% |
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