+16.6%
VCLT vs VT
+221.4%
-204.8%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | +0.3% | +1.0% | -0.7% | +0.1% |
| 30D | -0.6% | -0.2% | -0.3% | -0.5% |
| 3M | -2.2% | +4.5% | -6.8% | -3.3% |
| 6M | -2.9% | +14.1% | -16.9% | -6.0% |
| YTD | -2.1% | +14.8% | -16.8% | -5.4% |
| 1Y | -2.6% | +21.2% | -23.8% | -7.1% |
| 3Y | +12.5% | +76.6% | -64.1% | -2.2% |
| 5Y | -15.3% | +66.6% | -81.9% | -26.2% |
| 10Y | +16.6% | +222.3% | -205.6% | -11.7% |
| All | +16.6% | +221.4% | -204.8% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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