+192.7%
VLO vs VCLT
+12.2%
+180.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | 0.0% | +3.3% | +3.3% |
| 7D | +5.8% | +0.3% | +5.5% | +5.8% |
| 30D | +28.3% | -0.6% | +28.9% | +28.3% |
| 3M | +48.7% | -2.2% | +51.0% | +48.7% |
| 6M | +71.9% | -2.9% | +74.8% | +72.0% |
| YTD | +138.7% | -2.1% | +140.7% | +138.4% |
| 1Y | +148.5% | -2.6% | +151.0% | +148.3% |
| 3Y | +192.7% | +12.5% | +180.2% | +180.8% |
| All | +192.7% | +12.2% | +180.4% | +180.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling