+78.2%
VSXY vs VCLT
-15.3%
+93.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.2% | -3.3% | -3.3% |
| 7D | -10.7% | 0.0% | -10.7% | -10.7% |
| 30D | -24.3% | +0.1% | -24.4% | -24.3% |
| 3M | +1.0% | -2.9% | +3.9% | +3.7% |
| 6M | +57.4% | -4.0% | +61.3% | +63.4% |
| YTD | +39.8% | -2.2% | +42.0% | +43.3% |
| 1Y | +196.5% | -2.6% | +199.1% | +204.6% |
| 3Y | +357.2% | +12.3% | +345.0% | +328.9% |
| 5Y | +18.9% | -16.4% | +35.3% | +2.4% |
| All | +78.2% | -15.3% | +93.5% | +56.3% |
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