+437.6%
VT vs VCLT
+103.4%
+334.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +0.4% | -0.5% | +1.0% | +0.5% |
| 30D | +1.0% | -0.9% | +1.8% | +1.1% |
| 3M | +2.4% | -3.2% | +5.6% | +3.0% |
| 6M | +12.0% | -3.8% | +15.8% | +12.8% |
| YTD | +15.3% | -2.0% | +17.4% | +15.8% |
| 1Y | +22.6% | -0.8% | +23.4% | +22.8% |
| 3Y | +74.7% | +12.3% | +62.4% | +71.6% |
| 5Y | +66.1% | -15.4% | +81.5% | +64.2% |
| 10Y | +225.0% | +15.7% | +209.3% | +238.0% |
| All | +437.6% | +103.4% | +334.2% | +667.9% |
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