+67.0%
VSH vs VCLT
-15.5%
+82.6%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.2% | +0.9% | +0.9% |
| 7D | +3.5% | 0.0% | +3.5% | +3.5% |
| 30D | -4.4% | +0.1% | -4.5% | -4.6% |
| 3M | -45.8% | -2.9% | -42.9% | -44.4% |
| 6M | +90.1% | -4.0% | +94.1% | +97.3% |
| YTD | +120.3% | -2.2% | +122.6% | +125.5% |
| 1Y | +112.2% | -2.6% | +114.8% | +118.0% |
| 3Y | +36.6% | +12.3% | +24.3% | +29.5% |
| 5Y | +67.0% | -16.4% | +83.4% | +56.9% |
| All | +67.0% | -15.5% | +82.6% | +56.9% |
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