+610.5%
VIG vs VCLT
+102.9%
+507.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.2% | 0.0% | -1.2% | -1.2% |
| 30D | -2.8% | +0.1% | -2.9% | -2.8% |
| 3M | +2.5% | -2.9% | +5.3% | +2.9% |
| 6M | +8.1% | -4.0% | +12.1% | +8.7% |
| YTD | +9.6% | -2.2% | +11.8% | +9.9% |
| 1Y | +14.2% | -2.6% | +16.7% | +14.6% |
| 3Y | +56.1% | +12.3% | +43.8% | +54.0% |
| 5Y | +62.8% | -16.4% | +79.2% | +60.6% |
| 10Y | +248.2% | +18.1% | +230.1% | +265.2% |
| All | +610.5% | +102.9% | +507.5% | +859.3% |
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 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