+125.7%
VMC vs VCLT
+21.5%
+104.2%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.1% | -0.4% |
| 7D | -1.3% | -2.3% | +1.0% | -0.2% |
| 30D | +15.5% | +0.8% | +14.7% | +15.1% |
| 3M | +0.6% | -2.7% | +3.3% | +1.9% |
| 6M | +2.1% | -4.3% | +6.4% | +4.3% |
| YTD | -1.6% | -4.3% | +2.7% | +0.6% |
| 1Y | -1.2% | -4.4% | +3.2% | +1.1% |
| 3Y | +35.3% | +13.8% | +21.6% | +28.7% |
| 5Y | +43.6% | -17.0% | +60.6% | +50.8% |
| All | +125.7% | +21.5% | +104.2% | +149.9% |
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