+455.4%
V vs VCLT
+21.6%
+433.8%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.4% | +0.8% |
| 7D | +0.8% | +0.2% | +0.6% | +0.7% |
| 30D | +9.9% | +2.8% | +7.1% | +8.8% |
| 3M | +17.5% | -0.5% | +18.0% | +17.7% |
| 6M | +33.5% | -3.7% | +37.1% | +35.3% |
| YTD | +21.6% | -2.9% | +24.4% | +22.8% |
| 1Y | +27.6% | -3.3% | +30.9% | +29.1% |
| 3Y | +76.4% | +15.3% | +61.1% | +66.4% |
| 5Y | +103.8% | -16.2% | +120.1% | +113.8% |
| All | +455.4% | +21.6% | +433.8% | +425.7% |
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