+290.1%
ETR vs VCLT
+17.1%
+273.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.8% | -1.4% | -0.5% | -1.2% |
| 30D | -1.8% | -1.2% | -0.6% | -1.2% |
| 3M | -3.6% | -4.8% | +1.2% | -1.3% |
| 6M | +2.6% | -2.6% | +5.2% | +3.8% |
| YTD | +16.0% | -3.3% | +19.4% | +17.8% |
| 1Y | +20.1% | -4.8% | +25.0% | +22.9% |
| 3Y | +143.6% | +11.5% | +132.1% | +130.3% |
| 5Y | +124.4% | -17.0% | +141.3% | +142.4% |
| All | +290.1% | +17.1% | +273.0% | +239.1% |
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 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