+18.0%
VMC vs VCLT
+12.6%
+5.4%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.2% | -3.1% | -3.1% |
| 7D | -5.3% | 0.0% | -5.3% | -5.3% |
| 30D | -12.3% | +0.1% | -12.4% | -12.3% |
| 3M | -10.3% | -2.9% | -7.4% | -8.4% |
| 6M | -8.6% | -4.0% | -4.6% | -6.0% |
| YTD | -11.9% | -2.2% | -9.6% | -10.3% |
| 1Y | -13.9% | -2.6% | -11.3% | -12.2% |
| All | +18.0% | +12.6% | +5.4% | +8.7% |
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