+1,604.4%
VRSN vs VCLT
+98.6%
+1,505.8%
-38.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +1.4% | -2.3% | +3.7% | +1.9% |
| 30D | +3.9% | +0.8% | +3.1% | +3.7% |
| 3M | +9.3% | -2.7% | +12.0% | +9.9% |
| 6M | +6.7% | -4.3% | +10.9% | +7.6% |
| YTD | +30.0% | -4.3% | +34.4% | +31.2% |
| 1Y | +26.0% | -4.4% | +30.4% | +27.1% |
| 3Y | +53.1% | +13.8% | +39.4% | +49.2% |
| 5Y | +35.0% | -17.0% | +52.0% | +34.1% |
| 10Y | +291.7% | +20.9% | +270.8% | +329.6% |
| All | +1,604.4% | +98.6% | +1,505.8% | +2,231.6% |
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