+42.5%
VG vs VCLT
-3.8%
+46.3%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | -2.2% |
| 7D | -7.7% | +0.2% | -7.9% | -6.6% |
| 30D | -8.8% | +2.3% | -11.1% | -0.3% |
| 3M | -15.6% | -1.1% | -14.6% | -19.2% |
| 6M | +5.2% | -4.2% | +9.4% | -9.6% |
| YTD | +76.9% | -3.4% | +80.3% | +56.7% |
| 1Y | +42.5% | -3.8% | +46.3% | +26.0% |
| All | +42.5% | -3.8% | +46.3% | +26.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling