+1,838.4%
EAT vs VCLT
+98.6%
+1,739.8%
-85.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.5% |
| 7D | -4.0% | -2.3% | -1.7% | -3.0% |
| 30D | -2.9% | +0.8% | -3.6% | -3.2% |
| 3M | -16.9% | -2.7% | -14.2% | -15.9% |
| 6M | +57.0% | -4.3% | +61.2% | +60.0% |
| YTD | +38.2% | -4.3% | +42.5% | +40.9% |
| 1Y | +69.3% | -4.4% | +73.6% | +72.6% |
| 3Y | +483.0% | +13.8% | +469.2% | +454.6% |
| 5Y | +364.1% | -17.0% | +381.1% | +382.5% |
| 10Y | +320.8% | +20.9% | +299.9% | +368.9% |
| All | +1,838.4% | +98.6% | +1,739.8% | +2,903.9% |
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