+130.8%
VTR vs VCLT
+11.3%
+119.5%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.3% | +1.9% |
| 7D | -1.8% | -1.3% | -0.5% | -1.1% |
| 30D | +4.0% | -1.1% | +5.1% | +4.7% |
| 3M | +7.8% | -3.7% | +11.5% | +10.3% |
| 6M | +6.4% | -4.0% | +10.4% | +8.9% |
| YTD | +18.3% | -3.4% | +21.7% | +20.6% |
| 1Y | +33.9% | -4.1% | +38.1% | +37.1% |
| All | +130.8% | +11.3% | +119.5% | +105.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling