+70.3%
T vs VCLT
+17.1%
+53.2%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +1.5% | -1.4% | +2.8% | +1.8% |
| 30D | +7.5% | -1.2% | +8.6% | +7.7% |
| 3M | +14.8% | -4.8% | +19.6% | +16.0% |
| 6M | -1.7% | -2.6% | +0.8% | -1.3% |
| YTD | +8.7% | -3.3% | +12.0% | +9.4% |
| 1Y | -7.5% | -4.8% | -2.6% | -6.5% |
| 3Y | +110.2% | +11.5% | +98.7% | +104.5% |
| 5Y | +71.6% | -17.0% | +88.6% | +76.0% |
| All | +70.3% | +17.1% | +53.2% | +63.0% |
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