+584.9%
XYZ vs VCLT
+21.5%
+563.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -0.4% | +3.2% | +3.3% |
| 7D | -1.1% | -2.3% | +1.2% | +1.7% |
| 30D | +11.5% | +0.8% | +10.8% | +10.8% |
| 3M | +1.8% | -2.7% | +4.5% | +5.4% |
| 6M | +21.2% | -4.3% | +25.5% | +28.4% |
| YTD | +29.9% | -4.3% | +34.3% | +37.8% |
| 1Y | +35.8% | -4.4% | +40.1% | +44.0% |
| 3Y | +62.6% | +13.8% | +48.8% | +41.5% |
| 5Y | -62.8% | -17.0% | -45.8% | -54.5% |
| All | +584.9% | +21.5% | +563.3% | +605.2% |
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