+449.8%
VLO vs VCLT
-16.2%
+466.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +0.2% | +3.5% | +3.7% |
| 7D | -0.4% | -0.6% | +0.1% | -0.5% |
| 30D | -16.6% | +2.8% | -19.4% | -16.4% |
| 3M | +12.3% | -0.4% | +12.7% | +12.3% |
| 6M | +47.8% | -3.1% | +50.9% | +47.7% |
| YTD | +126.7% | -2.7% | +129.4% | +126.4% |
| 1Y | +105.4% | -3.7% | +109.0% | +105.1% |
| 3Y | +222.0% | +15.6% | +206.4% | +222.3% |
| 5Y | +449.8% | -15.8% | +465.6% | +338.5% |
| All | +449.8% | -16.2% | +466.0% | +338.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling