+21.7%
VCLT vs RVTY
+211.6%
-189.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -2.3% | -0.5% | -1.8% | -2.2% |
| 30D | +0.8% | +1.5% | -0.8% | +0.5% |
| 3M | -2.7% | +31.5% | -34.1% | -5.6% |
| 6M | -4.3% | +62.7% | -67.0% | -9.3% |
| YTD | -4.3% | +60.0% | -64.3% | -9.5% |
| 1Y | -4.4% | +65.7% | -70.1% | -9.9% |
| 3Y | +13.8% | +85.2% | -71.4% | +4.7% |
| 5Y | -17.0% | -14.9% | -2.1% | -18.5% |
| All | +21.7% | +211.6% | -189.8% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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