+409.6%
VUG vs VCLT
+17.0%
+392.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | +0.1% |
| 7D | -1.9% | -1.3% | -0.6% | -1.2% |
| 30D | -1.6% | -1.1% | -0.4% | -1.0% |
| 3M | +4.4% | -3.7% | +8.1% | +6.4% |
| 6M | +13.2% | -4.0% | +17.2% | +15.6% |
| YTD | +7.5% | -3.4% | +10.9% | +9.4% |
| 1Y | +12.5% | -4.1% | +16.6% | +14.9% |
| 3Y | +86.0% | +11.0% | +75.0% | +76.0% |
| 5Y | +76.5% | -17.0% | +93.5% | +87.3% |
| All | +409.6% | +17.0% | +392.6% | +401.8% |
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 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