-6.7%
EFX vs VCLT
-3.2%
-3.5%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.0% | +1.4% | +0.8% |
| 7D | +9.2% | +0.4% | +8.8% | +8.4% |
| 30D | +34.8% | +3.9% | +30.8% | +27.6% |
| 3M | +8.8% | -1.9% | +10.8% | +10.9% |
| 6M | +12.3% | -2.6% | +14.9% | +14.8% |
| YTD | -10.6% | -3.1% | -7.5% | -7.6% |
| 1Y | -6.7% | -3.6% | -3.2% | -3.4% |
| All | -6.7% | -3.2% | -3.5% | -3.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling