+2,397.0%
VRT vs VCLT
+14.4%
+2,382.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -1.2% | -4.5% | -4.7% |
| 7D | -7.7% | -1.3% | -6.4% | -6.7% |
| 30D | -12.0% | -1.1% | -10.8% | -11.2% |
| 3M | -11.7% | -3.7% | -8.0% | -9.0% |
| 6M | -8.1% | -4.0% | -4.1% | -4.8% |
| YTD | +53.2% | -3.4% | +56.6% | +57.8% |
| 1Y | +81.7% | -4.1% | +85.8% | +88.2% |
| 3Y | +535.3% | +11.0% | +524.3% | +479.9% |
| 5Y | +916.4% | -17.0% | +933.4% | +1,063.8% |
| All | +2,397.0% | +14.4% | +2,382.6% | +2,474.5% |
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