+433.9%
EL vs VCLT
+103.4%
+330.5%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +2.9% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +19.8% | -0.9% | +20.7% | +20.2% |
| 3M | +25.7% | -3.2% | +29.0% | +26.9% |
| 6M | +5.4% | -3.8% | +9.3% | +6.7% |
| YTD | +0.2% | -2.0% | +2.2% | +0.9% |
| 1Y | +20.4% | -0.8% | +21.2% | +21.0% |
| 3Y | -32.1% | +12.3% | -44.4% | -33.5% |
| 5Y | -67.2% | -15.4% | -51.8% | -67.6% |
| 10Y | +31.7% | +15.7% | +16.0% | +37.4% |
| All | +433.9% | +103.4% | +330.5% | +609.3% |
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