+98.6%
VCLT vs SPY
+820.1%
-721.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.4% | -0.1% | -0.4% |
| 7D | -2.3% | +2.6% | -4.9% | -2.5% |
| 30D | +0.8% | -2.0% | +2.7% | +0.9% |
| 3M | -2.7% | -2.8% | +0.1% | -2.5% |
| 6M | -4.3% | +2.1% | -6.4% | -4.5% |
| YTD | -4.3% | +11.5% | -15.8% | -5.2% |
| 1Y | -4.4% | +13.5% | -17.8% | -5.4% |
| 3Y | +13.8% | +77.7% | -63.9% | +8.9% |
| 5Y | -17.0% | +72.6% | -89.6% | -21.0% |
| 10Y | +20.9% | +308.2% | -287.2% | +20.9% |
| All | +98.6% | +820.1% | -721.5% | +134.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling