+911.8%
VLO vs VCLT
+17.0%
+894.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.7% |
| 7D | +4.0% | -1.3% | +5.3% | +4.2% |
| 30D | +19.0% | -1.1% | +20.1% | +19.2% |
| 3M | +50.0% | -3.7% | +53.7% | +50.9% |
| 6M | +79.1% | -4.0% | +83.2% | +80.2% |
| YTD | +140.3% | -3.4% | +143.7% | +141.2% |
| 1Y | +148.3% | -4.1% | +152.5% | +149.7% |
| 3Y | +194.6% | +11.0% | +183.7% | +186.0% |
| 5Y | +609.6% | -17.0% | +626.6% | +644.5% |
| All | +911.8% | +17.0% | +894.8% | +939.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling