+790.3%
VLO vs VCLT
+21.5%
+768.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.4% |
| 7D | +9.6% | -2.3% | +11.9% | +10.1% |
| 30D | -17.4% | +0.8% | -18.1% | -17.5% |
| 3M | +10.8% | -2.7% | +13.4% | +11.2% |
| 6M | +56.9% | -4.3% | +61.2% | +58.0% |
| YTD | +136.8% | -4.3% | +141.1% | +138.1% |
| 1Y | +120.7% | -4.4% | +125.0% | +121.9% |
| 3Y | +231.9% | +13.8% | +218.1% | +219.5% |
| 5Y | +479.0% | -17.0% | +496.0% | +508.7% |
| All | +790.3% | +21.5% | +768.8% | +786.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling