+87.5%
EFV vs VCLT
+11.3%
+76.2%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | +0.4% |
| 7D | -2.0% | -1.3% | -0.7% | -1.3% |
| 30D | -0.2% | -1.1% | +0.9% | +0.4% |
| 3M | +9.1% | -3.7% | +12.8% | +11.4% |
| 6M | +11.7% | -4.0% | +15.7% | +14.3% |
| YTD | +17.0% | -3.4% | +20.4% | +19.4% |
| 1Y | +26.7% | -4.1% | +30.9% | +29.7% |
| All | +87.5% | +11.3% | +76.2% | +79.8% |
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