+484.0%
V vs VCLT
+21.5%
+462.5%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.9% | -2.3% | +3.2% | +1.8% |
| 30D | +9.0% | +0.8% | +8.2% | +8.7% |
| 3M | +16.7% | -2.7% | +19.4% | +17.9% |
| 6M | +33.4% | -4.3% | +37.7% | +35.6% |
| YTD | +22.4% | -4.3% | +26.7% | +24.3% |
| 1Y | +27.7% | -4.4% | +32.0% | +29.7% |
| 3Y | +78.0% | +13.8% | +64.2% | +68.8% |
| 5Y | +108.5% | -17.0% | +125.5% | +119.3% |
| All | +484.0% | +21.5% | +462.5% | +461.9% |
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