+420.2%
ES vs VCLT
+100.6%
+319.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.2% | +0.6% |
| 7D | +0.9% | +0.2% | +0.6% | +0.8% |
| 30D | +5.9% | +2.3% | +3.6% | +5.1% |
| 3M | -1.0% | -1.1% | 0.0% | -0.6% |
| 6M | +7.2% | -4.2% | +11.3% | +8.8% |
| YTD | +7.0% | -3.4% | +10.4% | +8.3% |
| 1Y | +0.5% | -3.8% | +4.2% | +1.8% |
| 3Y | +48.7% | +14.7% | +33.9% | +42.3% |
| 5Y | +1.9% | -16.7% | +18.6% | +5.1% |
| 10Y | +89.2% | +20.5% | +68.7% | +86.0% |
| All | +420.2% | +100.6% | +319.7% | +507.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling