+16.4%
VCLT vs COO
+17.0%
-0.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -1.4% | -22.5% | +21.2% | +1.2% |
| 30D | -1.2% | -29.7% | +28.6% | +2.4% |
| 3M | -4.8% | -20.1% | +15.4% | -2.8% |
| 6M | -2.6% | -26.9% | +24.3% | +0.4% |
| YTD | -3.3% | -34.2% | +30.9% | +0.7% |
| 1Y | -4.8% | -21.3% | +16.4% | -3.0% |
| 3Y | +11.5% | -38.7% | +50.2% | +15.8% |
| 5Y | -17.0% | -52.2% | +35.2% | -13.1% |
| All | +16.4% | +17.0% | -0.6% | +13.2% |
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