+145.7%
TRU vs VCLT
+17.1%
+128.6%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +0.9% | +0.9% |
| 7D | -2.7% | -1.4% | -1.4% | -1.7% |
| 30D | -2.0% | -1.2% | -0.9% | -1.1% |
| 3M | +18.4% | -4.8% | +23.2% | +23.3% |
| 6M | +8.9% | -2.6% | +11.4% | +11.4% |
| YTD | -8.9% | -3.3% | -5.6% | -6.2% |
| 1Y | -15.9% | -4.8% | -11.1% | -12.3% |
| 3Y | -1.1% | +11.5% | -12.6% | -7.5% |
| 5Y | -35.2% | -17.0% | -18.2% | -28.0% |
| All | +145.7% | +17.1% | +128.6% | +141.1% |
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