+606.1%
VYM vs VCLT
+100.6%
+505.6%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.4% |
| 7D | -1.9% | -1.3% | -0.6% | -1.7% |
| 30D | -2.6% | -1.1% | -1.5% | -2.5% |
| 3M | +3.6% | -3.7% | +7.3% | +4.1% |
| 6M | +8.7% | -4.0% | +12.7% | +9.2% |
| YTD | +14.1% | -3.4% | +17.5% | +14.6% |
| 1Y | +17.8% | -4.1% | +22.0% | +18.4% |
| 3Y | +64.5% | +11.0% | +53.5% | +62.9% |
| 5Y | +77.5% | -17.0% | +94.5% | +75.5% |
| 10Y | +206.1% | +16.7% | +189.5% | +219.4% |
| All | +606.1% | +100.6% | +505.6% | +848.6% |
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