+208.3%
EFV vs VCLT
+103.3%
+105.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | +1.0% | +0.3% | +0.7% | +0.9% |
| 30D | +0.2% | -0.6% | +0.7% | +0.2% |
| 3M | +9.6% | -2.2% | +11.9% | +9.9% |
| 6M | +14.0% | -2.9% | +16.9% | +14.5% |
| YTD | +18.5% | -2.1% | +20.5% | +18.8% |
| 1Y | +27.9% | -2.6% | +30.5% | +28.3% |
| 3Y | +92.4% | +12.5% | +79.9% | +90.6% |
| 5Y | +97.2% | -15.3% | +112.5% | +93.3% |
| 10Y | +163.0% | +16.6% | +146.4% | +175.0% |
| All | +208.3% | +103.3% | +105.0% | +352.0% |
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