+87.1%
VTRS vs VCLT
+11.4%
+75.7%
-45.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.2% | -1.4% | -0.8% | -1.3% |
| 30D | +3.3% | -1.2% | +4.5% | +4.1% |
| 3M | +2.0% | -4.8% | +6.8% | +5.3% |
| 6M | +19.9% | -2.6% | +22.5% | +22.0% |
| YTD | +35.7% | -3.3% | +39.1% | +38.8% |
| 1Y | +68.1% | -4.8% | +72.9% | +73.4% |
| 3Y | +87.1% | +11.5% | +75.6% | +79.2% |
| All | +87.1% | +11.4% | +75.7% | +79.2% |
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