+22.7%
SYY vs VCLT
-17.3%
+40.0%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.2% | +2.1% | +1.2% |
| 7D | +1.5% | -1.3% | +2.8% | +1.9% |
| 30D | -2.3% | -1.1% | -1.2% | -2.0% |
| 3M | +5.5% | -3.7% | +9.2% | +6.6% |
| 6M | -1.0% | -4.0% | +3.1% | +0.2% |
| YTD | +14.1% | -3.4% | +17.5% | +15.2% |
| 1Y | +5.6% | -4.1% | +9.7% | +6.8% |
| 3Y | +27.9% | +11.0% | +16.9% | +24.3% |
| 5Y | +22.7% | -17.0% | +39.7% | +21.7% |
| All | +22.7% | -17.3% | +40.0% | +21.7% |
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