-30.7%
EFX vs VCLT
-16.7%
-14.0%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.2% |
| 7D | -0.8% | -2.3% | +1.5% | +1.6% |
| 30D | +25.1% | +0.8% | +24.4% | +24.4% |
| 3M | +1.7% | -2.7% | +4.3% | +4.8% |
| 6M | +18.4% | -4.3% | +22.7% | +24.0% |
| YTD | -12.5% | -4.3% | -8.2% | -8.2% |
| 1Y | -8.1% | -4.4% | -3.7% | -3.5% |
| 3Y | +4.8% | +13.8% | -9.0% | -6.2% |
| All | -30.7% | -16.7% | -14.0% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling