+128.9%
VSAT vs VCLT
+99.5%
+29.5%
-92.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.3% | -3.9% | -4.6% |
| 7D | +20.0% | -1.9% | +21.9% | +21.0% |
| 30D | +6.5% | +1.4% | +5.0% | +5.7% |
| 3M | -18.3% | -1.8% | -16.6% | -17.8% |
| 6M | +0.4% | -3.9% | +4.3% | +2.2% |
| YTD | +106.7% | -3.9% | +110.6% | +111.2% |
| 1Y | +89.9% | -4.7% | +94.6% | +94.7% |
| 3Y | +276.3% | +14.1% | +262.3% | +266.1% |
| 5Y | +32.9% | -16.6% | +49.5% | +32.9% |
| 10Y | -12.2% | +21.4% | -33.6% | -5.3% |
| All | +128.9% | +99.5% | +29.5% | +217.8% |
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 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