+1,861.9%
EAT vs VCLT
+102.1%
+1,759.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.2% | +2.6% | +2.8% |
| 7D | -8.9% | -0.6% | -8.4% | -8.7% |
| 30D | +3.4% | +2.8% | +0.6% | +2.2% |
| 3M | -9.3% | -0.4% | -9.0% | -9.2% |
| 6M | +43.8% | -3.1% | +46.9% | +45.8% |
| YTD | +39.9% | -2.7% | +42.5% | +41.5% |
| 1Y | +89.7% | -3.7% | +93.4% | +92.8% |
| 3Y | +491.3% | +15.6% | +475.7% | +458.5% |
| 5Y | +365.4% | -15.8% | +381.2% | +380.5% |
| 10Y | +325.9% | +23.0% | +302.9% | +371.0% |
| All | +1,861.9% | +102.1% | +1,759.8% | +2,917.2% |
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 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