+21.7%
VCLT vs SBAC
+114.8%
-93.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.5% | -1.9% | -0.6% |
| 7D | -2.3% | +0.6% | -2.9% | -2.3% |
| 30D | +0.8% | +5.5% | -4.7% | 0.0% |
| 3M | -2.7% | +3.1% | -5.7% | -3.2% |
| 6M | -4.3% | -7.0% | +2.7% | -3.7% |
| YTD | -4.3% | +0.5% | -4.8% | -5.2% |
| 1Y | -4.4% | +0.2% | -4.6% | -5.2% |
| 3Y | +13.8% | -7.4% | +21.1% | +13.2% |
| 5Y | -17.0% | -39.7% | +22.7% | -13.7% |
| All | +21.7% | +114.8% | -93.1% | +12.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SBAC.
Daily Out/Under-Performance
Portfolio return minus SBAC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SBAC 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 SBAC 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