+285.7%
VTR vs VCLT
+103.3%
+182.3%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -2.4% | +0.3% | -2.7% | -2.6% |
| 30D | -3.7% | -0.6% | -3.2% | -3.3% |
| 3M | +13.5% | -2.2% | +15.8% | +15.4% |
| 6M | +7.2% | -2.9% | +10.1% | +9.4% |
| YTD | +17.6% | -2.1% | +19.6% | +19.1% |
| 1Y | +35.4% | -2.6% | +38.0% | +37.6% |
| 3Y | +132.8% | +12.5% | +120.3% | +110.1% |
| 5Y | +88.7% | -15.3% | +103.9% | +112.4% |
| 10Y | +87.6% | +16.6% | +71.0% | +83.1% |
| All | +285.7% | +103.3% | +182.3% | +364.6% |
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