+599.1%
VSH vs VCLT
+103.4%
+495.7%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.1% | +4.3% | +4.4% |
| 7D | +4.1% | -0.5% | +4.6% | +4.2% |
| 30D | -4.2% | -0.9% | -3.3% | -3.9% |
| 3M | -50.0% | -3.2% | -46.7% | -49.5% |
| 6M | +80.2% | -3.8% | +84.0% | +82.3% |
| YTD | +121.1% | -2.0% | +123.1% | +122.7% |
| 1Y | +112.0% | -0.8% | +112.8% | +113.0% |
| 3Y | +22.5% | +12.3% | +10.2% | +21.0% |
| 5Y | +64.0% | -15.4% | +79.5% | +60.3% |
| 10Y | +170.4% | +15.7% | +154.6% | +189.2% |
| All | +599.1% | +103.4% | +495.7% | +1,288.0% |
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