+21.7%
VCLT vs SPY
+307.0%
-285.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.3% |
| 7D | -2.3% | +2.6% | -4.9% | -2.8% |
| 30D | +0.8% | -2.0% | +2.7% | +1.1% |
| 3M | -2.7% | -2.8% | +0.1% | -2.1% |
| 6M | -4.3% | +2.1% | -6.4% | -4.8% |
| YTD | -4.3% | +11.5% | -15.8% | -6.6% |
| 1Y | -4.4% | +13.5% | -17.8% | -7.0% |
| 3Y | +13.8% | +77.7% | -63.9% | +0.2% |
| 5Y | -17.0% | +72.6% | -89.6% | -27.2% |
| All | +21.7% | +307.0% | -285.3% | -3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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