+372.3%
EAT vs VCLT
+17.0%
+355.2%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.6% |
| 7D | -6.2% | -1.3% | -4.9% | -5.2% |
| 30D | -3.0% | -1.1% | -1.9% | -2.2% |
| 3M | +45.6% | -3.7% | +49.3% | +49.9% |
| 6M | +53.5% | -4.0% | +57.6% | +58.6% |
| YTD | +49.6% | -3.4% | +53.0% | +53.5% |
| 1Y | +38.9% | -4.1% | +43.1% | +43.7% |
| 3Y | +589.7% | +11.0% | +578.7% | +531.6% |
| 5Y | +318.7% | -17.0% | +335.7% | +379.7% |
| All | +372.3% | +17.0% | +355.2% | +449.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling