+228.7%
VTV vs VCLT
+17.1%
+211.6%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.7% |
| 7D | -1.1% | -1.4% | +0.3% | -0.7% |
| 30D | -1.0% | -1.2% | +0.1% | -0.7% |
| 3M | +4.6% | -4.8% | +9.4% | +6.3% |
| 6M | +13.5% | -2.6% | +16.1% | +14.4% |
| YTD | +18.5% | -3.3% | +21.8% | +19.8% |
| 1Y | +22.9% | -4.8% | +27.7% | +24.8% |
| 3Y | +67.8% | +11.5% | +56.3% | +62.2% |
| 5Y | +81.8% | -17.0% | +98.8% | +88.3% |
| All | +228.7% | +17.1% | +211.6% | +232.4% |
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