+722.6%
ECL vs VCLT
+98.6%
+623.9%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.4% | +2.0% | +1.7% |
| 7D | +2.9% | -2.3% | +5.1% | +3.4% |
| 30D | +7.5% | +0.8% | +6.7% | +7.3% |
| 3M | +12.2% | -2.7% | +14.9% | +12.9% |
| 6M | +24.6% | -4.3% | +28.9% | +25.8% |
| YTD | +18.8% | -4.3% | +23.1% | +20.0% |
| 1Y | +19.3% | -4.4% | +23.7% | +20.6% |
| 3Y | +78.2% | +13.8% | +64.4% | +74.3% |
| 5Y | +38.8% | -17.0% | +55.8% | +37.7% |
| 10Y | +197.8% | +20.9% | +176.9% | +222.8% |
| All | +722.6% | +98.6% | +623.9% | +1,013.6% |
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