+76.0%
VUG vs VCLT
-15.5%
+91.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.7% | +0.1% | -1.8% | -1.8% |
| 3M | +2.8% | -2.9% | +5.7% | +4.7% |
| 6M | +13.6% | -4.0% | +17.6% | +16.5% |
| YTD | +8.1% | -2.2% | +10.3% | +9.6% |
| 1Y | +13.1% | -2.6% | +15.7% | +14.9% |
| 3Y | +87.0% | +12.3% | +74.7% | +73.1% |
| 5Y | +76.0% | -16.4% | +92.3% | +81.8% |
| All | +76.0% | -15.5% | +91.5% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling