-44.5%
TOST vs VCLT
-17.0%
-27.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.3% | -1.3% |
| 7D | +9.4% | +0.3% | +9.2% | +9.1% |
| 30D | +13.5% | +3.7% | +9.8% | +8.9% |
| 3M | -0.1% | -1.0% | +0.8% | +1.0% |
| 6M | +22.5% | -3.4% | +25.8% | +27.5% |
| YTD | -2.4% | -2.6% | +0.2% | +0.6% |
| 1Y | -4.7% | -3.3% | -1.4% | -1.0% |
| 3Y | +103.2% | +17.3% | +85.9% | +63.0% |
| 5Y | -41.2% | -17.0% | -24.2% | -7.2% |
| All | -44.5% | -17.0% | -27.5% | -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