+424.7%
ES vs VCLT
+103.4%
+321.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +0.3% | -0.5% | +0.8% | +0.5% |
| 30D | -2.0% | -0.9% | -1.1% | -1.7% |
| 3M | +1.7% | -3.2% | +4.9% | +2.9% |
| 6M | -3.5% | -3.8% | +0.3% | -2.2% |
| YTD | +7.9% | -2.0% | +9.9% | +8.6% |
| 1Y | +17.2% | -0.8% | +18.0% | +17.4% |
| 3Y | +29.3% | +12.3% | +17.0% | +24.5% |
| 5Y | -5.7% | -15.4% | +9.7% | -3.4% |
| 10Y | +85.2% | +15.7% | +69.5% | +81.2% |
| All | +424.7% | +103.4% | +321.3% | +508.9% |
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