+608.4%
VST vs VCLT
-16.7%
+625.1%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.4% | -0.7% | -0.9% |
| 7D | +6.6% | -2.3% | +8.8% | +7.8% |
| 30D | -12.4% | +0.8% | -13.1% | -12.9% |
| 3M | -9.0% | -2.7% | -6.3% | -7.8% |
| 6M | -6.4% | -4.3% | -2.2% | -4.3% |
| YTD | -17.2% | -4.3% | -12.9% | -15.1% |
| 1Y | -22.0% | -4.4% | -17.7% | -20.0% |
| 3Y | +296.7% | +13.8% | +282.9% | +276.5% |
| All | +608.4% | -16.7% | +625.1% | +590.1% |
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 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