+46.8%
VMC vs VCLT
-17.3%
+64.1%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.4% | +0.9% |
| 7D | -3.7% | -1.3% | -2.4% | -3.0% |
| 30D | -12.8% | -1.1% | -11.6% | -12.2% |
| 3M | -7.9% | -3.7% | -4.2% | -5.9% |
| 6M | -7.5% | -4.0% | -3.5% | -5.2% |
| YTD | -11.6% | -3.4% | -8.2% | -9.7% |
| 1Y | -14.3% | -4.1% | -10.1% | -12.0% |
| 3Y | +18.5% | +11.0% | +7.5% | +12.5% |
| 5Y | +46.8% | -17.0% | +63.8% | +47.0% |
| All | +46.8% | -17.3% | +64.1% | +47.0% |
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