+4,150.2%
VLO vs VCLT
+103.4%
+4,046.8%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +5.2% | -0.5% | +5.7% | +5.2% |
| 30D | +22.6% | -0.9% | +23.4% | +22.6% |
| 3M | +43.8% | -3.2% | +47.0% | +43.6% |
| 6M | +65.7% | -3.8% | +69.6% | +65.7% |
| YTD | +131.1% | -2.0% | +133.1% | +131.0% |
| 1Y | +143.6% | -0.8% | +144.4% | +143.5% |
| 3Y | +201.4% | +12.3% | +189.1% | +201.7% |
| 5Y | +568.9% | -15.4% | +584.3% | +560.7% |
| 10Y | +891.8% | +15.7% | +876.1% | +961.6% |
| All | +4,150.2% | +103.4% | +4,046.8% | +6,849.5% |
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 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