+55.4%
ES vs VCLT
+14.4%
+41.0%
-18.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +1.1% |
| 7D | +2.7% | -2.3% | +5.0% | +4.5% |
| 30D | +7.6% | +0.8% | +6.8% | +7.0% |
| 3M | +0.5% | -2.7% | +3.2% | +2.6% |
| 6M | +7.6% | -4.3% | +11.9% | +11.2% |
| YTD | +10.2% | -4.3% | +14.5% | +13.8% |
| 1Y | +1.8% | -4.4% | +6.2% | +5.1% |
| 3Y | +55.4% | +13.8% | +41.6% | +38.1% |
| All | +55.4% | +14.4% | +41.0% | +38.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling