+356.2%
TPR vs VCLT
+21.5%
+334.7%
-78.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | -0.3% | -2.3% | +2.0% | +0.8% |
| 30D | +15.1% | +0.8% | +14.4% | +14.7% |
| 3M | +3.5% | -2.7% | +6.2% | +4.9% |
| 6M | +0.4% | -4.3% | +4.7% | +2.5% |
| YTD | +4.6% | -4.3% | +8.9% | +6.9% |
| 1Y | +33.1% | -4.4% | +37.5% | +36.1% |
| 3Y | +396.0% | +13.8% | +382.2% | +371.4% |
| 5Y | +230.3% | -17.0% | +247.2% | +243.3% |
| All | +356.2% | +21.5% | +334.7% | +352.1% |
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