+3.8%
EL vs VCLT
+14.4%
-10.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.4% | +1.5% | +1.6% |
| 7D | +1.5% | -2.3% | +3.8% | +4.1% |
| 30D | +10.0% | +0.8% | +9.2% | +9.2% |
| 3M | +28.4% | -2.7% | +31.1% | +32.5% |
| 6M | +37.1% | -4.3% | +41.3% | +43.9% |
| YTD | +7.8% | -4.3% | +12.1% | +13.3% |
| 1Y | +26.0% | -4.4% | +30.4% | +32.6% |
| 3Y | +3.8% | +13.8% | -9.9% | +1.2% |
| All | +3.8% | +14.4% | -10.6% | +1.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling