+494.4%
TEAM vs VCLT
+17.1%
+477.4%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | -5.2% | -1.4% | -3.9% | -4.3% |
| 30D | +15.8% | -1.2% | +16.9% | +16.8% |
| 3M | +101.5% | -4.8% | +106.2% | +108.9% |
| 6M | +138.2% | -2.6% | +140.7% | +142.8% |
| YTD | +10.8% | -3.3% | +14.2% | +13.7% |
| 1Y | +1.7% | -4.8% | +6.5% | +5.4% |
| 3Y | -16.0% | +11.5% | -27.6% | -22.9% |
| 5Y | -52.7% | -17.0% | -35.7% | -49.7% |
| All | +494.4% | +17.1% | +477.4% | +506.8% |
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