+310.8%
EAT vs VCLT
+21.5%
+289.3%
-84.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.7% |
| 7D | -4.0% | -2.3% | -1.7% | -2.2% |
| 30D | -2.9% | +0.8% | -3.6% | -3.4% |
| 3M | -16.9% | -2.7% | -14.2% | -15.1% |
| 6M | +57.0% | -4.3% | +61.2% | +62.5% |
| YTD | +38.2% | -4.3% | +42.5% | +43.1% |
| 1Y | +69.3% | -4.4% | +73.6% | +75.4% |
| 3Y | +483.0% | +13.8% | +469.2% | +422.8% |
| 5Y | +364.1% | -17.0% | +381.1% | +434.4% |
| All | +310.8% | +21.5% | +289.3% | +378.5% |
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