+644.6%
VRT vs VCLT
+12.2%
+632.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | +0.3% | +13.3% | +13.4% |
| 30D | +6.8% | -0.6% | +7.3% | +7.1% |
| 3M | -3.2% | -2.2% | -1.0% | -1.9% |
| 6M | +20.3% | -2.9% | +23.2% | +22.5% |
| YTD | +79.6% | -2.1% | +81.7% | +82.1% |
| 1Y | +139.0% | -2.6% | +141.6% | +142.9% |
| 3Y | +644.6% | +12.5% | +632.1% | +599.5% |
| All | +644.6% | +12.2% | +632.4% | +599.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling