+24.4%
EL vs VCLT
+17.1%
+7.3%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.6% | +0.6% |
| 7D | -6.5% | -1.4% | -5.1% | -5.8% |
| 30D | +11.1% | -1.2% | +12.3% | +12.0% |
| 3M | +10.7% | -4.8% | +15.5% | +13.9% |
| 6M | +6.9% | -2.6% | +9.4% | +8.7% |
| YTD | -6.3% | -3.3% | -2.9% | -4.3% |
| 1Y | +13.5% | -4.8% | +18.3% | +16.9% |
| 3Y | -33.1% | +11.5% | -44.6% | -36.1% |
| 5Y | -68.8% | -17.0% | -51.8% | -67.0% |
| All | +24.4% | +17.1% | +7.3% | +21.0% |
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