-68.4%
EL vs VCLT
-15.5%
-52.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.7% | -2.7% |
| 7D | -2.4% | 0.0% | -2.4% | -2.4% |
| 30D | +13.7% | +0.1% | +13.6% | +13.8% |
| 3M | +14.5% | -2.9% | +17.4% | +17.3% |
| 6M | +7.4% | -4.0% | +11.4% | +11.1% |
| YTD | -4.7% | -2.2% | -2.4% | -2.7% |
| 1Y | +12.9% | -2.6% | +15.5% | +15.7% |
| 3Y | -32.2% | +12.3% | -44.5% | -37.0% |
| 5Y | -68.4% | -16.4% | -52.0% | -65.6% |
| All | -68.4% | -15.5% | -52.8% | -65.6% |
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