+194.8%
VRTX vs VCLT
-16.8%
+211.6%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.1% |
| 7D | +3.2% | +0.2% | +3.0% | +3.1% |
| 30D | +7.4% | +2.3% | +5.1% | +6.5% |
| 3M | +4.6% | -1.1% | +5.6% | +5.0% |
| 6M | +27.5% | -4.2% | +31.6% | +29.6% |
| YTD | +20.9% | -3.4% | +24.2% | +22.5% |
| 1Y | +30.1% | -3.8% | +33.9% | +32.0% |
| 3Y | +46.6% | +14.7% | +31.9% | +41.7% |
| All | +194.8% | -16.8% | +211.6% | +182.7% |
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