+404.5%
VT vs VCLT
+101.2%
+303.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +0.1% | -4.1% | -4.1% |
| 7D | -4.2% | +0.3% | -4.5% | -4.2% |
| 30D | -5.8% | +3.6% | -9.4% | -6.4% |
| 3M | -5.2% | -1.9% | -3.3% | -4.9% |
| 6M | +0.1% | -3.2% | +3.3% | +0.8% |
| YTD | +8.2% | -3.1% | +11.3% | +8.9% |
| 1Y | +10.1% | -3.1% | +13.2% | +10.8% |
| 3Y | +69.7% | +15.9% | +53.7% | +66.2% |
| 5Y | +53.4% | -17.4% | +70.8% | +51.9% |
| 10Y | +219.2% | +17.6% | +201.6% | +236.7% |
| All | +404.5% | +101.2% | +303.2% | +622.0% |
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