-25.5%
VFC vs VCLT
+12.2%
-37.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.8% | -1.8% |
| 7D | +0.8% | +0.3% | +0.5% | +0.3% |
| 30D | -11.9% | -0.6% | -11.4% | -11.2% |
| 3M | -20.2% | -2.2% | -17.9% | -16.9% |
| 6M | -23.0% | -2.9% | -20.1% | -18.8% |
| YTD | -26.2% | -2.1% | -24.2% | -23.2% |
| 1Y | -13.3% | -2.6% | -10.7% | -9.1% |
| 3Y | -25.5% | +12.5% | -38.0% | -27.4% |
| All | -25.5% | +12.2% | -37.7% | -27.4% |
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