-38.4%
U vs VCLT
-14.5%
-24.0%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | +0.7% |
| 7D | 0.0% | -1.3% | +1.3% | +2.0% |
| 30D | -4.1% | -1.1% | -3.0% | -2.5% |
| 3M | +57.8% | -3.7% | +61.5% | +66.8% |
| 6M | +103.5% | -4.0% | +107.5% | +117.0% |
| YTD | -4.8% | -3.4% | -1.4% | +0.6% |
| 1Y | -2.4% | -4.1% | +1.7% | +4.1% |
| 3Y | +11.7% | +11.0% | +0.7% | -4.3% |
| 5Y | -68.9% | -17.0% | -51.9% | -60.6% |
| All | -38.4% | -14.5% | -24.0% | -24.0% |
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