+67.3%
ED vs VCLT
-15.1%
+82.4%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +1.0% | +0.9% |
| 7D | +0.5% | +0.3% | +0.2% | +0.4% |
| 30D | +1.1% | -0.6% | +1.7% | +1.3% |
| 3M | +4.6% | -2.2% | +6.9% | +5.5% |
| 6M | -2.0% | -2.9% | +0.9% | -1.0% |
| YTD | +11.7% | -2.1% | +13.8% | +12.4% |
| 1Y | +15.7% | -2.6% | +18.3% | +16.7% |
| 3Y | +34.4% | +12.5% | +21.8% | +27.7% |
| 5Y | +67.3% | -15.3% | +82.6% | +64.4% |
| All | +67.3% | -15.1% | +82.4% | +64.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling