+487.0%
VSH vs VCLT
+98.6%
+388.4%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -0.4% | -3.8% | -4.1% |
| 7D | +14.3% | -2.3% | +16.6% | +15.1% |
| 30D | -7.9% | +0.8% | -8.6% | -8.1% |
| 3M | -19.9% | -2.7% | -17.2% | -19.3% |
| 6M | -30.5% | -4.3% | -26.2% | -29.6% |
| YTD | +85.7% | -4.3% | +90.0% | +88.2% |
| 1Y | +98.9% | -4.4% | +103.3% | +101.7% |
| 3Y | +32.1% | +13.8% | +18.3% | +30.9% |
| 5Y | +39.7% | -17.0% | +56.6% | +37.4% |
| 10Y | +117.6% | +20.9% | +96.7% | +147.0% |
| All | +487.0% | +98.6% | +388.4% | +1,072.7% |
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