+443.3%
ETR vs VCLT
+103.4%
+339.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | +1.0% | -0.9% | +1.8% | +1.3% |
| 3M | -1.3% | -3.2% | +2.0% | -0.2% |
| 6M | +1.9% | -3.8% | +5.7% | +3.2% |
| YTD | +18.2% | -2.0% | +20.2% | +18.9% |
| 1Y | +24.7% | -0.8% | +25.5% | +25.0% |
| 3Y | +150.7% | +12.3% | +138.4% | +140.8% |
| 5Y | +127.0% | -15.4% | +142.4% | +135.1% |
| 10Y | +295.5% | +15.7% | +279.7% | +283.0% |
| All | +443.3% | +103.4% | +339.9% | +539.7% |
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