+47.9%
ED vs VCLT
+14.6%
+33.3%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.8% | +1.2% |
| 7D | +2.1% | +0.2% | +1.9% | +2.0% |
| 30D | +12.4% | +2.3% | +10.1% | +11.5% |
| 3M | +13.1% | -1.1% | +14.2% | +13.5% |
| 6M | +14.1% | -4.2% | +18.2% | +15.9% |
| YTD | +23.1% | -3.4% | +26.4% | +24.5% |
| 1Y | +25.4% | -3.8% | +29.2% | +27.2% |
| 3Y | +47.9% | +14.7% | +33.1% | +37.1% |
| All | +47.9% | +14.6% | +33.3% | +37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling