+1,066.7%
VUG vs VCLT
+102.1%
+964.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.4% | +1.6% |
| 7D | -1.1% | -0.6% | -0.5% | -0.9% |
| 30D | -7.0% | +2.8% | -9.8% | -7.7% |
| 3M | -3.7% | -0.4% | -3.3% | -3.6% |
| 6M | -1.6% | -3.1% | +1.5% | -0.8% |
| YTD | +5.1% | -2.7% | +7.8% | +5.9% |
| 1Y | +3.8% | -3.7% | +7.4% | +4.7% |
| 3Y | +79.9% | +15.6% | +64.3% | +74.4% |
| 5Y | +66.4% | -15.8% | +82.2% | +65.4% |
| 10Y | +405.3% | +23.0% | +382.3% | +440.6% |
| All | +1,066.7% | +102.1% | +964.6% | +1,533.8% |
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