-3.4%
ES vs VCLT
-15.0%
+11.6%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.7% |
| 7D | +0.3% | -0.5% | +0.8% | +0.6% |
| 30D | -2.0% | -0.9% | -1.1% | -1.5% |
| 3M | +1.7% | -3.2% | +4.9% | +3.6% |
| 6M | -3.5% | -3.8% | +0.3% | -1.4% |
| YTD | +7.9% | -2.0% | +9.9% | +9.0% |
| 1Y | +17.2% | -0.8% | +18.0% | +17.5% |
| 3Y | +29.3% | +12.3% | +17.0% | +21.3% |
| All | -3.4% | -15.0% | +11.6% | -7.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling