-16.0%
VSAT vs VCLT
+21.5%
-37.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -0.4% | -4.5% | -4.6% |
| 7D | +5.9% | -2.3% | +8.2% | +8.0% |
| 30D | +9.7% | +0.8% | +8.9% | +8.8% |
| 3M | -18.3% | -2.7% | -15.6% | -16.7% |
| 6M | -4.1% | -4.3% | +0.2% | -0.3% |
| YTD | +96.5% | -4.3% | +100.8% | +105.2% |
| 1Y | +89.3% | -4.4% | +93.6% | +97.9% |
| 3Y | +270.1% | +13.8% | +256.3% | +244.8% |
| 5Y | +26.4% | -17.0% | +43.3% | +38.4% |
| All | -16.0% | +21.5% | -37.5% | -20.8% |
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