+16.4%
VCLT vs SPY
+322.5%
-306.1%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.8% | -0.1% |
| 7D | -1.4% | -0.8% | -0.6% | -1.2% |
| 30D | -1.2% | -1.1% | -0.1% | -1.0% |
| 3M | -4.8% | +3.9% | -8.6% | -5.6% |
| 6M | -2.6% | +13.6% | -16.2% | -5.2% |
| YTD | -3.3% | +12.7% | -16.0% | -5.8% |
| 1Y | -4.8% | +17.5% | -22.3% | -8.1% |
| 3Y | +11.5% | +76.9% | -65.4% | -1.6% |
| 5Y | -17.0% | +83.6% | -100.6% | -27.9% |
| All | +16.4% | +322.5% | -306.1% | -7.6% |
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