-17.0%
VCLT vs SPY
+79.8%
-96.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.6% | -0.6% | -1.0% |
| 7D | -1.3% | -2.0% | +0.7% | -0.7% |
| 30D | -1.1% | -1.7% | +0.5% | -0.7% |
| 3M | -3.7% | +4.7% | -8.4% | -4.9% |
| 6M | -4.0% | +12.5% | -16.5% | -7.1% |
| YTD | -3.4% | +11.7% | -15.1% | -6.3% |
| 1Y | -4.1% | +17.5% | -21.6% | -8.4% |
| 3Y | +11.0% | +76.6% | -65.6% | -6.3% |
| 5Y | -17.0% | +82.0% | -99.0% | -32.0% |
| All | -17.0% | +79.8% | -96.8% | -32.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling