+1,292.0%
VRTX vs VCLT
+100.6%
+1,191.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.5% | -0.4% |
| 7D | +3.2% | +0.2% | +3.0% | +3.2% |
| 30D | +7.4% | +2.3% | +5.1% | +7.1% |
| 3M | +4.6% | -1.1% | +5.6% | +4.7% |
| 6M | +27.5% | -4.2% | +31.6% | +28.1% |
| YTD | +20.9% | -3.4% | +24.2% | +21.3% |
| 1Y | +30.1% | -3.8% | +33.9% | +30.7% |
| 3Y | +46.6% | +14.7% | +31.9% | +45.8% |
| 5Y | +191.6% | -16.7% | +208.2% | +187.6% |
| 10Y | +474.5% | +20.5% | +454.1% | +508.9% |
| All | +1,292.0% | +100.6% | +1,191.4% | +1,860.1% |
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