-35.9%
EFX vs VCLT
-16.3%
-19.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.2% | -1.9% | -1.9% |
| 7D | -9.4% | 0.0% | -9.4% | -9.4% |
| 30D | -6.9% | +0.1% | -7.0% | -6.9% |
| 3M | +0.1% | -2.9% | +3.0% | +3.0% |
| 6M | -17.3% | -4.0% | -13.4% | -13.9% |
| YTD | -21.8% | -2.2% | -19.6% | -19.9% |
| 1Y | -32.5% | -2.6% | -30.0% | -30.7% |
| 3Y | -12.3% | +12.3% | -24.6% | -20.8% |
| All | -35.9% | -16.3% | -19.6% | -34.5% |
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