+77.5%
VYM vs VCLT
-17.2%
+94.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.7% |
| 7D | -0.8% | -1.4% | +0.6% | -0.3% |
| 30D | -2.2% | -1.2% | -1.1% | -1.8% |
| 3M | +3.1% | -4.8% | +7.8% | +4.9% |
| 6M | +9.7% | -2.6% | +12.3% | +10.7% |
| YTD | +14.9% | -3.3% | +18.2% | +16.3% |
| 1Y | +17.6% | -4.8% | +22.4% | +19.6% |
| 3Y | +65.3% | +11.5% | +53.8% | +59.4% |
| All | +77.5% | -17.2% | +94.7% | +70.2% |
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