+995.4%
TER vs VCLT
+21.5%
+973.9%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.4% | -5.0% | -5.1% |
| 7D | +14.4% | -2.3% | +16.6% | +16.2% |
| 30D | -30.6% | +0.8% | -31.3% | -31.1% |
| 3M | -39.2% | -2.7% | -36.5% | -38.2% |
| 6M | -31.3% | -4.3% | -27.0% | -29.1% |
| YTD | +29.1% | -4.3% | +33.4% | +33.7% |
| 1Y | +47.4% | -4.4% | +51.8% | +52.9% |
| 3Y | +191.2% | +13.8% | +177.5% | +168.0% |
| 5Y | +74.0% | -17.0% | +91.0% | +91.5% |
| All | +995.4% | +21.5% | +973.9% | +990.5% |
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