+1,895.7%
TER vs VCLT
+16.9%
+1,878.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.3% |
| 7D | +12.4% | 0.0% | +12.3% | +12.3% |
| 30D | +5.1% | +0.1% | +5.0% | +4.9% |
| 3M | +4.0% | -2.9% | +6.8% | +6.2% |
| 6M | +29.5% | -4.0% | +33.5% | +33.8% |
| YTD | +98.5% | -2.2% | +100.7% | +102.8% |
| 1Y | +234.1% | -2.6% | +236.7% | +241.6% |
| 3Y | +289.0% | +12.3% | +276.7% | +261.6% |
| 5Y | +228.2% | -16.4% | +244.5% | +258.3% |
| 10Y | +1,895.7% | +18.1% | +1,877.6% | +1,871.6% |
| All | +1,895.7% | +16.9% | +1,878.7% | +1,871.6% |
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