+155.2%
W vs VCLT
+17.1%
+138.1%
-93.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -0.9% | -1.4% | +0.5% | +1.6% |
| 30D | -4.2% | -1.2% | -3.1% | -2.0% |
| 3M | +26.9% | -4.8% | +31.7% | +39.8% |
| 6M | +31.2% | -2.6% | +33.8% | +40.7% |
| YTD | -1.8% | -3.3% | +1.5% | +6.5% |
| 1Y | +9.3% | -4.8% | +14.1% | +21.7% |
| 3Y | +33.2% | +11.5% | +21.7% | +18.3% |
| 5Y | -62.4% | -17.0% | -45.4% | -47.1% |
| All | +155.2% | +17.1% | +138.1% | +186.2% |
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