+333.2%
VNQ vs VCLT
+102.9%
+230.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.9% |
| 7D | -0.9% | 0.0% | -0.9% | -0.9% |
| 30D | -2.2% | +0.1% | -2.3% | -2.3% |
| 3M | -1.9% | -2.9% | +0.9% | -0.7% |
| 6M | +3.2% | -4.0% | +7.2% | +5.0% |
| YTD | +9.4% | -2.2% | +11.6% | +10.5% |
| 1Y | +7.5% | -2.6% | +10.1% | +8.7% |
| 3Y | +31.1% | +12.3% | +18.8% | +25.5% |
| 5Y | +6.6% | -16.4% | +22.9% | +10.4% |
| 10Y | +63.9% | +18.1% | +45.9% | +63.6% |
| All | +333.2% | +102.9% | +230.3% | +470.0% |
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 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