+2,150.1%
EAT vs VCLT
+103.4%
+2,046.7%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.5% | +0.5% |
| 7D | 0.0% | -0.5% | +0.5% | +0.2% |
| 30D | +1.9% | -0.9% | +2.7% | +2.2% |
| 3M | +68.7% | -3.2% | +71.9% | +71.0% |
| 6M | +66.9% | -3.8% | +70.7% | +69.7% |
| YTD | +60.4% | -2.0% | +62.4% | +61.8% |
| 1Y | +44.0% | -0.8% | +44.8% | +44.6% |
| 3Y | +604.7% | +12.3% | +592.4% | +572.5% |
| 5Y | +347.0% | -15.4% | +362.4% | +360.5% |
| 10Y | +390.8% | +15.7% | +375.0% | +423.3% |
| All | +2,150.1% | +103.4% | +2,046.7% | +3,350.0% |
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