-0.5%
TENB vs VCLT
+13.9%
-14.4%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | 0.0% | -6.0% | -6.0% |
| 7D | -12.1% | -1.4% | -10.7% | -11.2% |
| 30D | -18.6% | -1.2% | -17.4% | -17.8% |
| 3M | +12.1% | -4.8% | +16.8% | +16.3% |
| 6M | +46.8% | -2.6% | +49.4% | +49.8% |
| YTD | +28.0% | -3.3% | +31.3% | +31.3% |
| 1Y | -1.4% | -4.8% | +3.4% | +2.3% |
| 3Y | -33.9% | +11.5% | -45.5% | -39.3% |
| 5Y | -34.6% | -17.0% | -17.7% | -26.5% |
| All | -0.5% | +13.9% | -14.4% | +8.8% |
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