+301.0%
TWLO vs VCLT
+17.1%
+283.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.7% | -1.7% |
| 7D | -2.4% | -1.4% | -1.1% | -1.3% |
| 30D | -7.8% | -1.2% | -6.6% | -6.9% |
| 3M | +10.0% | -4.8% | +14.8% | +14.5% |
| 6M | +79.5% | -2.6% | +82.0% | +83.5% |
| YTD | +59.8% | -3.3% | +63.2% | +64.3% |
| 1Y | +121.7% | -4.8% | +126.5% | +130.4% |
| 3Y | +240.8% | +11.5% | +229.3% | +209.6% |
| 5Y | -33.6% | -17.0% | -16.6% | -25.7% |
| All | +301.0% | +17.1% | +283.9% | +306.0% |
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