+95.7%
ES vs VCLT
+22.0%
+73.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.3% | +2.2% | +1.5% |
| 7D | -1.1% | -1.9% | +0.8% | -0.1% |
| 30D | +8.2% | +1.4% | +6.8% | +7.4% |
| 3M | +0.6% | -1.8% | +2.4% | +1.5% |
| 6M | +6.0% | -3.9% | +9.9% | +8.1% |
| YTD | +9.3% | -3.9% | +13.2% | +11.5% |
| 1Y | +1.1% | -4.7% | +5.8% | +3.5% |
| 3Y | +51.9% | +14.1% | +37.8% | +43.0% |
| 5Y | +6.5% | -16.6% | +23.1% | +12.7% |
| All | +95.7% | +22.0% | +73.7% | +66.4% |
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