+421.9%
ES vs VCLT
+102.2%
+319.7%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.1% | -2.8% | -2.9% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +7.1% | +3.7% | +3.4% | +5.7% |
| 3M | -1.9% | -1.0% | -1.0% | -1.6% |
| 6M | +4.4% | -3.4% | +7.7% | +5.7% |
| YTD | +7.3% | -2.6% | +9.9% | +8.3% |
| 1Y | +2.1% | -3.3% | +5.4% | +3.4% |
| 3Y | +41.8% | +17.3% | +24.5% | +34.8% |
| 5Y | +1.4% | -17.0% | +18.5% | +4.6% |
| 10Y | +86.8% | +18.1% | +68.6% | +83.2% |
| All | +421.9% | +102.2% | +319.7% | +507.1% |
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 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