+580.0%
XYZ vs VCLT
+15.5%
+564.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | +2.9% | +0.3% | +2.5% | +2.5% |
| 30D | +1.4% | -0.6% | +2.0% | +2.2% |
| 3M | +14.6% | -2.2% | +16.8% | +17.9% |
| 6M | +20.8% | -2.9% | +23.7% | +25.6% |
| YTD | +23.1% | -2.1% | +25.1% | +26.6% |
| 1Y | +5.6% | -2.6% | +8.2% | +9.4% |
| 3Y | +50.9% | +12.5% | +38.4% | +32.8% |
| 5Y | -68.6% | -15.3% | -53.3% | -62.7% |
| 10Y | +580.0% | +16.6% | +563.3% | +594.7% |
| All | +580.0% | +15.5% | +564.4% | +594.7% |
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