+317.6%
VOO vs VCLT
+17.1%
+300.5%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -0.8% | -1.4% | +0.6% | -0.2% |
| 30D | -1.1% | -1.2% | +0.1% | -0.6% |
| 3M | +3.9% | -4.8% | +8.7% | +6.0% |
| 6M | +13.6% | -2.6% | +16.2% | +14.9% |
| YTD | +12.7% | -3.3% | +16.1% | +14.3% |
| 1Y | +17.6% | -4.8% | +22.4% | +20.0% |
| 3Y | +77.3% | +11.5% | +65.8% | +69.4% |
| 5Y | +84.1% | -17.0% | +101.1% | +93.0% |
| All | +317.6% | +17.1% | +300.5% | +317.0% |
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 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