+21.7%
VCLT vs COO
+41.1%
-19.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.2% | -0.5% |
| 7D | -2.3% | +0.5% | -2.7% | -2.3% |
| 30D | +0.8% | +14.2% | -13.4% | -0.7% |
| 3M | -2.7% | -18.2% | +15.5% | -0.8% |
| 6M | -4.3% | +5.3% | -9.6% | -5.2% |
| YTD | -4.3% | -23.6% | +19.2% | -2.0% |
| 1Y | -4.4% | -12.7% | +8.3% | -3.5% |
| 3Y | +13.8% | -24.2% | +38.0% | +15.5% |
| 5Y | -17.0% | -40.0% | +23.0% | -15.0% |
| All | +21.7% | +41.1% | -19.3% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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