-67.8%
VFC vs VCLT
-16.2%
-51.6%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -1.4% | -0.6% | -0.8% | -0.8% |
| 30D | +30.7% | +2.8% | +27.9% | +26.9% |
| 3M | +40.6% | -0.4% | +41.0% | +41.2% |
| 6M | +16.5% | -3.1% | +19.6% | +21.0% |
| YTD | +16.2% | -2.7% | +18.8% | +20.3% |
| 1Y | +42.4% | -3.7% | +46.1% | +49.1% |
| 3Y | +48.1% | +15.6% | +32.5% | +35.6% |
| 5Y | -67.8% | -15.8% | -52.0% | -68.3% |
| All | -67.8% | -16.2% | -51.6% | -68.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling