+852.5%
ET vs VCLT
+103.4%
+749.1%
-87.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +7.5% | -0.9% | +8.3% | +7.5% |
| 3M | +11.4% | -3.2% | +14.7% | +11.7% |
| 6M | +18.5% | -3.8% | +22.3% | +18.9% |
| YTD | +37.4% | -2.0% | +39.4% | +37.5% |
| 1Y | +30.9% | -0.8% | +31.7% | +30.9% |
| 3Y | +98.7% | +12.3% | +86.5% | +96.5% |
| 5Y | +230.7% | -15.4% | +246.1% | +227.7% |
| 10Y | +175.6% | +15.7% | +159.8% | +189.0% |
| All | +852.5% | +103.4% | +749.1% | +1,029.2% |
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 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