+414.4%
SPYG vs VCLT
+17.1%
+397.3%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.9% | -1.4% | +0.5% | -0.2% |
| 30D | -1.5% | -1.2% | -0.3% | -1.0% |
| 3M | +3.7% | -4.8% | +8.5% | +6.2% |
| 6M | +16.4% | -2.6% | +19.0% | +18.0% |
| YTD | +13.3% | -3.3% | +16.7% | +15.2% |
| 1Y | +17.9% | -4.8% | +22.7% | +20.7% |
| 3Y | +98.3% | +11.5% | +86.8% | +88.2% |
| 5Y | +86.4% | -17.0% | +103.4% | +97.5% |
| All | +414.4% | +17.1% | +397.3% | +406.6% |
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 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