+176.1%
ET vs VCLT
+17.0%
+159.0%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.2% | +1.4% | +0.4% |
| 7D | +1.4% | -1.3% | +2.6% | +1.6% |
| 30D | +4.6% | -1.1% | +5.7% | +4.8% |
| 3M | +16.0% | -3.7% | +19.7% | +16.8% |
| 6M | +22.8% | -4.0% | +26.8% | +23.6% |
| YTD | +38.9% | -3.4% | +42.2% | +39.6% |
| 1Y | +34.1% | -4.1% | +38.2% | +35.0% |
| 3Y | +98.8% | +11.0% | +87.8% | +94.1% |
| 5Y | +246.8% | -17.0% | +263.8% | +251.6% |
| All | +176.1% | +17.0% | +159.0% | +221.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling