+32.1%
VSH vs VCLT
+14.4%
+17.7%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -3.6% |
| 7D | +14.3% | -2.3% | +16.6% | +18.2% |
| 30D | -7.9% | +0.8% | -8.6% | -9.1% |
| 3M | -19.9% | -2.7% | -17.2% | -17.0% |
| 6M | -30.5% | -4.3% | -26.2% | -25.6% |
| YTD | +85.7% | -4.3% | +90.0% | +98.6% |
| 1Y | +98.9% | -4.4% | +103.3% | +113.2% |
| 3Y | +32.1% | +13.8% | +18.3% | +24.8% |
| All | +32.1% | +14.4% | +17.7% | +24.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling