+1,024.4%
VRT vs VCLT
-15.1%
+1,039.5%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | 0.0% | +3.7% | +3.7% |
| 7D | +13.6% | +0.3% | +13.3% | +13.3% |
| 30D | +6.8% | -0.6% | +7.3% | +7.2% |
| 3M | -3.2% | -2.2% | -1.0% | -1.4% |
| 6M | +20.3% | -2.9% | +23.2% | +23.6% |
| YTD | +79.6% | -2.1% | +81.7% | +83.1% |
| 1Y | +139.0% | -2.6% | +141.6% | +144.6% |
| 3Y | +644.6% | +12.5% | +632.1% | +564.0% |
| 5Y | +1,024.4% | -15.3% | +1,039.6% | +1,236.5% |
| All | +1,024.4% | -15.1% | +1,039.5% | +1,236.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling