+84.2%
ES vs VCLT
+15.5%
+68.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.7% | +0.6% |
| 7D | +1.4% | +0.3% | +1.1% | +1.2% |
| 30D | -1.2% | -0.6% | -0.6% | -0.9% |
| 3M | +5.0% | -2.2% | +7.2% | +6.2% |
| 6M | -2.8% | -2.9% | +0.1% | -1.5% |
| YTD | +8.6% | -2.1% | +10.6% | +9.6% |
| 1Y | +18.9% | -2.6% | +21.5% | +20.4% |
| 3Y | +32.1% | +12.5% | +19.6% | +24.8% |
| 5Y | -5.1% | -15.3% | +10.2% | -0.1% |
| 10Y | +84.2% | +16.6% | +67.6% | +63.7% |
| All | +84.2% | +15.5% | +68.6% | +63.7% |
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