+16.3%
VCLT vs RVTY
+139.0%
-122.6%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.3% | +1.2% | -0.9% |
| 7D | -1.3% | -7.4% | +6.1% | -0.5% |
| 30D | -1.1% | +4.5% | -5.6% | -1.6% |
| 3M | -3.7% | +19.5% | -23.2% | -5.6% |
| 6M | -4.0% | +34.1% | -38.1% | -7.2% |
| YTD | -3.4% | +25.3% | -28.6% | -6.1% |
| 1Y | -4.1% | +47.0% | -51.1% | -8.6% |
| 3Y | +11.0% | +14.1% | -3.1% | +7.4% |
| 5Y | -17.0% | -34.6% | +17.6% | -16.2% |
| All | +16.3% | +139.0% | -122.6% | +5.4% |
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