+59.9%
VT vs VCLT
-16.2%
+76.1%
-26.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.0% |
| 7D | -0.7% | -0.6% | -0.1% | -0.4% |
| 30D | -1.7% | +2.8% | -4.5% | -3.1% |
| 3M | -2.3% | -0.4% | -1.9% | -2.1% |
| 6M | +1.5% | -3.1% | +4.6% | +3.2% |
| YTD | +12.0% | -2.7% | +14.7% | +13.6% |
| 1Y | +12.9% | -3.7% | +16.5% | +15.0% |
| 3Y | +74.9% | +15.6% | +59.4% | +63.1% |
| 5Y | +59.9% | -15.8% | +75.7% | +54.8% |
| All | +59.9% | -16.2% | +76.1% | +54.8% |
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 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