+55.6%
VFC vs VCLT
-3.2%
+58.8%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +1.0% | +3.4% | +2.8% |
| 7D | +21.5% | +0.4% | +21.1% | +20.6% |
| 30D | +46.7% | +3.9% | +42.7% | +37.3% |
| 3M | +38.4% | -1.9% | +40.3% | +43.4% |
| 6M | +15.2% | -2.6% | +17.8% | +21.6% |
| YTD | +17.8% | -3.1% | +20.9% | +25.9% |
| 1Y | +55.6% | -3.6% | +59.1% | +67.1% |
| All | +55.6% | -3.2% | +58.8% | +67.1% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 1y: compounded portfolio wealth divided by compounded VCLT 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…
1y analysis · Full analysis span regression · 6 months rolling