+16.4%
VCLT vs BG
+166.7%
-150.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.7% | +1.8% | +0.1% |
| 7D | -1.4% | +3.1% | -4.5% | -1.5% |
| 30D | -1.2% | +10.2% | -11.4% | -1.7% |
| 3M | -4.8% | -1.7% | -3.1% | -4.8% |
| 6M | -2.6% | +1.0% | -3.6% | -2.8% |
| YTD | -3.3% | +39.9% | -43.3% | -5.4% |
| 1Y | -4.8% | +53.2% | -58.0% | -7.4% |
| 3Y | +11.5% | +16.3% | -4.8% | +9.8% |
| 5Y | -17.0% | +83.9% | -100.8% | -21.6% |
| All | +16.4% | +166.7% | -150.3% | +0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BG.
Daily Out/Under-Performance
Portfolio return minus BG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BG 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 BG 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