+1,144.0%
SPYG vs VCLT
+103.3%
+1,040.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.5% |
| 7D | +1.2% | +0.3% | +0.9% | +1.1% |
| 30D | -1.6% | -0.6% | -1.0% | -1.4% |
| 3M | +3.4% | -2.2% | +5.6% | +3.9% |
| 6M | +18.9% | -2.9% | +21.8% | +19.7% |
| YTD | +13.8% | -2.1% | +15.9% | +14.4% |
| 1Y | +20.6% | -2.6% | +23.2% | +21.4% |
| 3Y | +100.5% | +12.5% | +88.0% | +95.8% |
| 5Y | +84.6% | -15.3% | +99.9% | +83.6% |
| 10Y | +410.8% | +16.6% | +394.2% | +432.0% |
| All | +1,144.0% | +103.3% | +1,040.7% | +1,629.0% |
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