+39.7%
EFX vs VCLT
+17.1%
+22.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.5% | +0.5% |
| 7D | -4.5% | -1.4% | -3.2% | -3.6% |
| 30D | -6.1% | -1.2% | -4.9% | -5.2% |
| 3M | +6.2% | -4.8% | +11.0% | +10.0% |
| 6M | -11.2% | -2.6% | -8.6% | -9.5% |
| YTD | -21.4% | -3.3% | -18.1% | -19.4% |
| 1Y | -34.3% | -4.8% | -29.5% | -31.9% |
| 3Y | -12.5% | +11.5% | -24.0% | -17.8% |
| 5Y | -35.6% | -17.0% | -18.6% | -31.1% |
| All | +39.7% | +17.1% | +22.6% | +31.1% |
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