+445.0%
ED vs VCLT
+98.6%
+346.4%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.1% | -2.3% | +4.3% | +2.6% |
| 30D | +10.4% | +0.8% | +9.6% | +10.2% |
| 3M | +12.5% | -2.7% | +15.2% | +13.3% |
| 6M | +14.9% | -4.3% | +19.2% | +16.1% |
| YTD | +24.8% | -4.3% | +29.1% | +26.0% |
| 1Y | +23.8% | -4.4% | +28.2% | +25.0% |
| 3Y | +51.6% | +13.8% | +37.9% | +47.3% |
| 5Y | +86.4% | -17.0% | +103.4% | +89.5% |
| 10Y | +145.4% | +20.9% | +124.5% | +136.1% |
| All | +445.0% | +98.6% | +346.4% | +488.2% |
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 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