+2,723.0%
VRT vs VCLT
+16.0%
+2,707.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.2% | +4.3% |
| 7D | +9.1% | -0.5% | +9.6% | +9.6% |
| 30D | +0.9% | -0.9% | +1.8% | +1.5% |
| 3M | -13.4% | -3.2% | -10.1% | -11.1% |
| 6M | +11.7% | -3.8% | +15.5% | +15.4% |
| YTD | +73.2% | -2.0% | +75.2% | +76.4% |
| 1Y | +123.4% | -0.8% | +124.2% | +125.3% |
| 3Y | +606.2% | +12.3% | +593.9% | +538.5% |
| 5Y | +899.9% | -15.4% | +915.3% | +1,027.1% |
| All | +2,723.0% | +16.0% | +2,707.0% | +2,777.3% |
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