+146.4%
ED vs VCLT
+21.5%
+124.8%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.1% | -2.3% | +4.3% | +2.7% |
| 30D | +10.4% | +0.8% | +9.6% | +10.2% |
| 3M | +12.5% | -2.7% | +15.2% | +13.4% |
| 6M | +14.9% | -4.3% | +19.2% | +16.3% |
| YTD | +24.8% | -4.3% | +29.1% | +26.3% |
| 1Y | +23.8% | -4.4% | +28.2% | +25.3% |
| 3Y | +51.6% | +13.8% | +37.9% | +46.3% |
| 5Y | +86.4% | -17.0% | +103.4% | +89.7% |
| All | +146.4% | +21.5% | +124.8% | +104.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling