+613.9%
VTV vs VCLT
+102.9%
+511.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -0.7% | 0.0% | -0.7% | -0.7% |
| 30D | -0.5% | +0.1% | -0.6% | -0.5% |
| 3M | +5.3% | -2.9% | +8.2% | +5.6% |
| 6M | +12.9% | -4.0% | +16.8% | +13.4% |
| YTD | +18.5% | -2.2% | +20.7% | +18.8% |
| 1Y | +25.3% | -2.6% | +27.9% | +25.6% |
| 3Y | +68.2% | +12.3% | +55.9% | +66.7% |
| 5Y | +80.6% | -16.4% | +97.0% | +77.4% |
| 10Y | +232.9% | +18.1% | +214.9% | +251.4% |
| All | +613.9% | +102.9% | +511.0% | +910.8% |
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