+85.6%
ES vs VCLT
+20.2%
+65.4%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.3% | -0.8% | -0.6% |
| 7D | -0.1% | +1.2% | -1.3% | -0.7% |
| 30D | +5.7% | +3.4% | +2.3% | +4.0% |
| 3M | -2.8% | -0.9% | -1.9% | -2.3% |
| 6M | +7.0% | -3.1% | +10.1% | +8.7% |
| YTD | +6.8% | -2.4% | +9.1% | +8.0% |
| 1Y | -0.5% | -2.7% | +2.2% | +0.8% |
| 3Y | +47.2% | +16.9% | +30.3% | +36.9% |
| 5Y | +2.3% | -17.0% | +19.2% | +8.3% |
| 10Y | +85.6% | +22.1% | +63.5% | +60.2% |
| All | +85.6% | +20.2% | +65.4% | +60.2% |
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 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