+84.9%
SPYG vs VCLT
-17.3%
+102.2%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.3% | -0.2% |
| 7D | -1.8% | -1.3% | -0.5% | -1.1% |
| 30D | -1.9% | -1.1% | -0.8% | -1.3% |
| 3M | +5.2% | -3.7% | +8.8% | +7.4% |
| 6M | +15.6% | -4.0% | +19.6% | +18.3% |
| YTD | +12.4% | -3.4% | +15.8% | +14.7% |
| 1Y | +17.5% | -4.1% | +21.6% | +20.3% |
| 3Y | +98.1% | +11.0% | +87.1% | +86.3% |
| 5Y | +84.9% | -17.0% | +101.9% | +91.3% |
| All | +84.9% | -17.3% | +102.2% | +91.3% |
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