+474.7%
VRTX vs VCLT
+22.0%
+452.6%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | 0.0% | -1.9% | +1.9% | +0.6% |
| 30D | +11.8% | +1.4% | +10.4% | +11.4% |
| 3M | +3.2% | -1.8% | +5.0% | +3.8% |
| 6M | +21.0% | -3.9% | +24.9% | +22.6% |
| YTD | +19.7% | -3.9% | +23.6% | +21.2% |
| 1Y | +25.0% | -4.7% | +29.7% | +26.8% |
| 3Y | +45.2% | +14.1% | +31.1% | +40.9% |
| 5Y | +189.7% | -16.6% | +206.3% | +198.9% |
| All | +474.7% | +22.0% | +452.6% | +454.5% |
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