+718.8%
ECL vs VCLT
+102.1%
+616.7%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.2% | +0.4% | +0.5% |
| 7D | -2.3% | -0.6% | -1.7% | -2.1% |
| 30D | +8.3% | +2.8% | +5.5% | +7.6% |
| 3M | +8.4% | -0.4% | +8.8% | +8.5% |
| 6M | +23.3% | -3.1% | +26.4% | +24.2% |
| YTD | +18.2% | -2.7% | +20.9% | +19.0% |
| 1Y | +18.8% | -3.7% | +22.4% | +19.8% |
| 3Y | +78.5% | +15.6% | +62.9% | +73.9% |
| 5Y | +40.1% | -15.8% | +55.8% | +38.4% |
| 10Y | +196.5% | +23.0% | +173.5% | +220.0% |
| All | +718.8% | +102.1% | +616.7% | +1,004.1% |
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