+456.3%
VRTX vs VCLT
+16.9%
+439.3%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.4% |
| 7D | -6.4% | 0.0% | -6.4% | -6.4% |
| 30D | -0.5% | +0.1% | -0.6% | -0.6% |
| 3M | +16.9% | -2.9% | +19.8% | +17.9% |
| 6M | +13.1% | -4.0% | +17.0% | +14.4% |
| YTD | +14.9% | -2.2% | +17.2% | +15.7% |
| 1Y | +31.4% | -2.6% | +34.0% | +32.5% |
| 3Y | +51.9% | +12.3% | +39.6% | +47.8% |
| 5Y | +177.1% | -16.4% | +193.4% | +184.0% |
| 10Y | +456.3% | +18.1% | +438.2% | +450.3% |
| All | +456.3% | +16.9% | +439.3% | +450.3% |
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 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