+46.1%
MDY vs VCLT
-17.3%
+63.4%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.2% | -0.3% |
| 7D | -2.5% | -1.3% | -1.2% | -1.8% |
| 30D | -5.0% | -1.1% | -3.9% | -4.4% |
| 3M | +0.5% | -3.7% | +4.1% | +2.6% |
| 6M | +8.0% | -4.0% | +12.0% | +10.6% |
| YTD | +12.2% | -3.4% | +15.5% | +14.4% |
| 1Y | +14.0% | -4.1% | +18.1% | +16.8% |
| 3Y | +48.2% | +11.0% | +37.2% | +40.3% |
| 5Y | +46.1% | -17.0% | +63.1% | +43.2% |
| All | +46.1% | -17.3% | +63.4% | +43.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling