+38.7%
ECL vs VCLT
-17.9%
+56.5%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.8% | +0.4% |
| 7D | +0.4% | +0.2% | +0.2% | +0.3% |
| 30D | +8.6% | +2.3% | +6.3% | +7.2% |
| 3M | +7.9% | -1.1% | +8.9% | +8.6% |
| 6M | +21.0% | -4.2% | +25.2% | +24.1% |
| YTD | +17.5% | -3.4% | +20.9% | +20.0% |
| 1Y | +19.7% | -3.8% | +23.4% | +22.5% |
| 3Y | +77.4% | +14.7% | +62.7% | +63.1% |
| 5Y | +38.7% | -16.7% | +55.4% | +29.8% |
| All | +38.7% | -17.9% | +56.5% | +29.8% |
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