+208.9%
W vs VCLT
+22.0%
+186.8%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.3% | -1.3% | -0.2% |
| 7D | -1.7% | -1.9% | +0.2% | +1.9% |
| 30D | +3.2% | +1.4% | +1.8% | +0.9% |
| 3M | +8.3% | -1.8% | +10.1% | +12.4% |
| 6M | +84.3% | -3.9% | +88.2% | +102.1% |
| YTD | +11.0% | -3.9% | +14.9% | +22.2% |
| 1Y | -0.2% | -4.7% | +4.5% | +11.5% |
| 3Y | +157.9% | +14.1% | +143.9% | +121.0% |
| 5Y | -56.8% | -16.6% | -40.2% | -38.7% |
| All | +208.9% | +22.0% | +186.8% | +243.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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