+28.1%
ECL vs VCLT
-15.1%
+43.2%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.8% | +0.3% | -1.1% | -0.9% |
| 30D | -2.5% | -0.6% | -1.9% | -2.1% |
| 3M | +8.3% | -2.2% | +10.6% | +9.8% |
| 6M | -1.1% | -2.9% | +1.8% | +0.7% |
| YTD | +6.5% | -2.1% | +8.6% | +7.9% |
| 1Y | +2.1% | -2.6% | +4.7% | +3.7% |
| 3Y | +57.6% | +12.5% | +45.1% | +46.8% |
| 5Y | +28.1% | -15.3% | +43.3% | +24.3% |
| All | +28.1% | -15.1% | +43.2% | +24.3% |
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