+638.0%
XYZ vs VCLT
+20.2%
+617.8%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.3% | +3.3% | +3.3% |
| 7D | +14.9% | +1.2% | +13.7% | +13.4% |
| 30D | +14.7% | +3.4% | +11.3% | +10.5% |
| 3M | +12.1% | -0.9% | +13.0% | +13.5% |
| 6M | +18.3% | -3.1% | +21.5% | +23.4% |
| YTD | +36.1% | -2.4% | +38.4% | +40.7% |
| 1Y | +35.3% | -2.7% | +38.0% | +40.5% |
| 3Y | +73.5% | +16.9% | +56.6% | +46.3% |
| 5Y | -61.6% | -17.0% | -44.6% | -53.4% |
| 10Y | +638.0% | +22.1% | +615.9% | +664.5% |
| All | +638.0% | +20.2% | +617.8% | +664.5% |
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