+113.6%
TRMB vs VCLT
+17.0%
+96.6%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.2% |
| 7D | -5.4% | -1.3% | -4.1% | -4.6% |
| 30D | -2.0% | -1.1% | -0.8% | -1.2% |
| 3M | +12.3% | -3.7% | +16.0% | +15.1% |
| 6M | -17.6% | -4.0% | -13.6% | -15.3% |
| YTD | -27.5% | -3.4% | -24.1% | -25.7% |
| 1Y | -29.1% | -4.1% | -25.0% | -27.0% |
| 3Y | +11.5% | +11.0% | +0.5% | +4.2% |
| 5Y | -39.5% | -17.0% | -22.5% | -33.5% |
| All | +113.6% | +17.0% | +96.6% | +127.8% |
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