+68.1%
VTRS vs VCLT
-4.4%
+72.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | -1.4% | -0.8% | -1.0% |
| 30D | +3.3% | -1.2% | +4.5% | +4.4% |
| 3M | +2.0% | -4.8% | +6.8% | +6.5% |
| 6M | +19.9% | -2.6% | +22.5% | +22.8% |
| YTD | +35.7% | -3.3% | +39.1% | +39.4% |
| 1Y | +68.1% | -4.8% | +72.9% | +73.9% |
| All | +68.1% | -4.4% | +72.5% | +73.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling