+165.6%
EFV vs VCLT
+17.1%
+148.5%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -0.8% | -1.4% | +0.5% | -0.3% |
| 30D | +0.6% | -1.2% | +1.8% | +1.1% |
| 3M | +7.5% | -4.8% | +12.3% | +9.5% |
| 6M | +13.0% | -2.6% | +15.6% | +14.2% |
| YTD | +18.3% | -3.3% | +21.7% | +19.9% |
| 1Y | +26.7% | -4.8% | +31.6% | +29.1% |
| 3Y | +89.6% | +11.5% | +78.1% | +82.7% |
| 5Y | +98.2% | -17.0% | +115.2% | +106.7% |
| All | +165.6% | +17.1% | +148.5% | +158.4% |
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 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