+1,997.0%
NDAQ vs VCLT
+98.6%
+1,898.4%
-38.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.3% | -0.1% |
| 7D | +1.3% | -2.3% | +3.5% | +1.6% |
| 30D | +18.0% | +0.8% | +17.2% | +17.9% |
| 3M | +11.5% | -2.7% | +14.2% | +11.9% |
| 6M | +21.1% | -4.3% | +25.4% | +21.7% |
| YTD | +12.8% | -4.3% | +17.1% | +13.4% |
| 1Y | +25.7% | -4.4% | +30.1% | +26.3% |
| 3Y | +116.8% | +13.8% | +103.0% | +115.0% |
| 5Y | +67.3% | -17.0% | +84.2% | +63.0% |
| 10Y | +473.3% | +20.9% | +452.4% | +549.5% |
| All | +1,997.0% | +98.6% | +1,898.4% | +3,438.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling