+21.5%
VFC vs VCLT
+103.4%
-81.9%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.1% | +2.2% | +2.3% |
| 7D | -1.6% | -0.5% | -1.1% | -1.4% |
| 30D | -11.6% | -0.9% | -10.8% | -11.4% |
| 3M | -18.1% | -3.2% | -14.9% | -17.1% |
| 6M | -27.4% | -3.8% | -23.5% | -26.3% |
| YTD | -24.8% | -2.0% | -22.8% | -24.2% |
| 1Y | -8.2% | -0.8% | -7.4% | -7.7% |
| 3Y | -29.1% | +12.3% | -41.4% | -30.0% |
| 5Y | -79.2% | -15.4% | -63.8% | -79.9% |
| 10Y | -68.1% | +15.7% | -83.8% | -66.4% |
| All | +21.5% | +103.4% | -81.9% | +69.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling