+443.6%
TEAM vs VCLT
+21.5%
+422.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.2% |
| 7D | -2.4% | -2.3% | -0.1% | -0.7% |
| 30D | -26.7% | +0.8% | -27.5% | -27.1% |
| 3M | -9.6% | -2.7% | -7.0% | -7.8% |
| 6M | +86.0% | -4.3% | +90.3% | +92.2% |
| YTD | -7.5% | -4.3% | -3.2% | -4.4% |
| 1Y | -1.4% | -4.4% | +3.0% | +1.9% |
| 3Y | -14.3% | +13.8% | -28.1% | -22.5% |
| 5Y | -66.3% | -17.0% | -49.3% | -64.1% |
| All | +443.6% | +21.5% | +422.1% | +470.1% |
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