+640.8%
ECL vs VCLT
+103.4%
+537.4%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | -2.2% | -0.9% | -1.3% | -2.0% |
| 3M | +10.1% | -3.2% | +13.4% | +10.9% |
| 6M | -5.7% | -3.8% | -1.9% | -4.9% |
| YTD | +7.0% | -2.0% | +9.0% | +7.5% |
| 1Y | +2.7% | -0.8% | +3.5% | +2.9% |
| 3Y | +57.7% | +12.3% | +45.4% | +54.3% |
| 5Y | +31.1% | -15.4% | +46.5% | +29.4% |
| 10Y | +150.9% | +15.7% | +135.1% | +163.3% |
| All | +640.8% | +103.4% | +537.4% | +897.5% |
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