+262.4%
VST vs VCLT
+16.8%
+245.5%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -0.1% | +10.6% | +10.6% |
| 7D | -9.8% | +0.3% | -10.1% | -10.0% |
| 30D | -25.1% | +3.7% | -28.8% | -27.3% |
| 3M | -11.6% | -1.0% | -10.6% | -11.0% |
| 6M | -20.9% | -3.4% | -17.6% | -18.8% |
| YTD | -22.3% | -2.6% | -19.7% | -20.4% |
| 1Y | -32.0% | -3.3% | -28.7% | -30.1% |
| 3Y | +262.4% | +17.3% | +245.1% | +238.1% |
| All | +262.4% | +16.8% | +245.5% | +238.1% |
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