+365.4%
EAT vs VCLT
-16.2%
+381.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.7% |
| 7D | -8.9% | -0.6% | -8.4% | -8.5% |
| 30D | +3.4% | +2.8% | +0.6% | +1.3% |
| 3M | -9.3% | -0.4% | -9.0% | -9.1% |
| 6M | +43.8% | -3.1% | +46.9% | +47.2% |
| YTD | +39.9% | -2.7% | +42.5% | +42.6% |
| 1Y | +89.7% | -3.7% | +93.4% | +94.9% |
| 3Y | +491.3% | +15.6% | +475.7% | +428.7% |
| 5Y | +365.4% | -15.8% | +381.2% | +344.4% |
| All | +365.4% | -16.2% | +381.6% | +344.4% |
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