+66.2%
NDAQ vs VCLT
-16.7%
+82.9%
-32.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | 0.0% |
| 7D | +1.3% | -2.3% | +3.5% | +2.4% |
| 30D | +18.0% | +0.8% | +17.2% | +17.6% |
| 3M | +11.5% | -2.7% | +14.2% | +13.0% |
| 6M | +21.1% | -4.3% | +25.4% | +23.6% |
| YTD | +12.8% | -4.3% | +17.1% | +15.1% |
| 1Y | +25.7% | -4.4% | +30.1% | +28.3% |
| 3Y | +116.8% | +13.8% | +103.0% | +103.5% |
| All | +66.2% | -16.7% | +82.9% | +70.6% |
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