+16.4%
VCLT vs SBAC
+87.1%
-70.7%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SBAC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.2% |
| 7D | -1.4% | -2.1% | +0.7% | -1.1% |
| 30D | -1.2% | +2.0% | -3.2% | -1.4% |
| 3M | -4.8% | -8.3% | +3.5% | -3.8% |
| 6M | -2.6% | +0.3% | -2.9% | -3.2% |
| YTD | -3.3% | -2.2% | -1.1% | -3.7% |
| 1Y | -4.8% | -4.6% | -0.2% | -4.9% |
| 3Y | +11.5% | -8.3% | +19.8% | +11.2% |
| 5Y | -17.0% | -42.8% | +25.9% | -13.0% |
| All | +16.4% | +87.1% | -70.7% | +8.1% |
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