+55.9%
VFC vs VCLT
+16.4%
+39.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.9% |
| 7D | -1.4% | -0.6% | -0.8% | -0.4% |
| 30D | +30.7% | +2.8% | +27.9% | +24.3% |
| 3M | +40.6% | -0.4% | +41.0% | +41.4% |
| 6M | +16.5% | -3.1% | +19.6% | +23.9% |
| YTD | +16.2% | -2.7% | +18.8% | +22.8% |
| 1Y | +42.4% | -3.7% | +46.1% | +53.4% |
| All | +55.9% | +16.4% | +39.5% | +43.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling