-48.6%
VFC vs VCLT
+21.5%
-70.2%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -0.4% | +3.7% | +3.5% |
| 7D | +1.6% | -2.3% | +3.9% | +3.2% |
| 30D | +25.5% | +0.8% | +24.7% | +24.9% |
| 3M | +41.3% | -2.7% | +44.0% | +43.8% |
| 6M | +22.2% | -4.3% | +26.5% | +26.1% |
| YTD | +16.4% | -4.3% | +20.7% | +20.3% |
| 1Y | +38.4% | -4.4% | +42.8% | +43.1% |
| 3Y | +56.2% | +13.8% | +42.4% | +50.6% |
| 5Y | -68.2% | -17.0% | -51.2% | -67.0% |
| All | -48.6% | +21.5% | -70.2% | -48.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling