+96.3%
VTR vs VCLT
+17.1%
+79.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -0.3% | -1.4% | +1.0% | +1.1% |
| 30D | +1.1% | -1.2% | +2.3% | +2.3% |
| 3M | +7.9% | -4.8% | +12.7% | +13.3% |
| 6M | +6.2% | -2.6% | +8.7% | +8.6% |
| YTD | +17.7% | -3.3% | +21.1% | +21.4% |
| 1Y | +32.9% | -4.8% | +37.7% | +39.0% |
| 3Y | +129.7% | +11.5% | +118.2% | +99.7% |
| 5Y | +89.3% | -17.0% | +106.3% | +136.4% |
| All | +96.3% | +17.1% | +79.2% | +77.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling