+605.6%
EFX vs VCLT
+103.3%
+502.3%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.0% | -3.1% |
| 7D | -7.8% | +0.3% | -8.1% | -7.9% |
| 30D | -5.7% | -0.6% | -5.2% | -5.5% |
| 3M | +2.5% | -2.2% | +4.8% | +3.4% |
| 6M | -16.7% | -2.9% | -13.8% | -15.7% |
| YTD | -20.2% | -2.1% | -18.1% | -19.4% |
| 1Y | -31.4% | -2.6% | -28.8% | -30.6% |
| 3Y | -10.5% | +12.5% | -23.0% | -13.4% |
| 5Y | -35.2% | -15.3% | -19.9% | -35.7% |
| 10Y | +40.2% | +16.6% | +23.5% | +44.1% |
| All | +605.6% | +103.3% | +502.3% | +850.5% |
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 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