+1,162.4%
VST vs VCLT
+20.7%
+1,141.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.1% | -1.0% | -1.6% |
| 7D | -6.0% | +0.2% | -6.3% | -6.2% |
| 30D | -18.8% | +2.3% | -21.0% | -19.6% |
| 3M | -8.0% | -1.1% | -7.0% | -7.7% |
| 6M | -10.9% | -4.2% | -6.8% | -9.4% |
| YTD | -18.3% | -3.4% | -14.9% | -17.1% |
| 1Y | -29.9% | -3.8% | -26.1% | -28.7% |
| 3Y | +290.3% | +14.7% | +275.6% | +273.4% |
| 5Y | +635.3% | -16.7% | +652.0% | +660.4% |
| 10Y | +1,162.4% | +20.5% | +1,141.9% | +1,244.8% |
| All | +1,162.4% | +20.7% | +1,141.7% | +1,244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling