+64.3%
VUG vs VCLT
-15.9%
+80.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.5% |
| 7D | -1.1% | -0.6% | -0.5% | -0.7% |
| 30D | -7.0% | +2.8% | -9.8% | -8.6% |
| 3M | -3.7% | -0.4% | -3.3% | -3.5% |
| 6M | -1.6% | -3.1% | +1.5% | +0.3% |
| YTD | +5.1% | -2.7% | +7.8% | +6.9% |
| 1Y | +3.8% | -3.7% | +7.4% | +6.2% |
| 3Y | +79.9% | +15.6% | +64.3% | +63.3% |
| All | +64.3% | -15.9% | +80.2% | +65.7% |
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