+311.2%
TPR vs VCLT
+15.5%
+295.6%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | 0.0% | -3.7% | -3.7% |
| 7D | -3.4% | +0.3% | -3.7% | -3.5% |
| 30D | -27.3% | -0.6% | -26.7% | -27.2% |
| 3M | -16.2% | -2.2% | -14.0% | -15.4% |
| 6M | -17.9% | -2.9% | -15.0% | -16.7% |
| YTD | -7.1% | -2.1% | -5.1% | -6.1% |
| 1Y | +13.6% | -2.6% | +16.2% | +15.1% |
| 3Y | +293.7% | +12.5% | +281.2% | +275.2% |
| 5Y | +239.1% | -15.3% | +254.4% | +248.5% |
| 10Y | +311.2% | +16.6% | +294.6% | +314.3% |
| All | +311.2% | +15.5% | +295.6% | +314.3% |
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