+266.6%
EW vs VCLT
+22.0%
+244.5%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.5% |
| 7D | +4.9% | -1.9% | +6.8% | +5.7% |
| 30D | +24.1% | +1.4% | +22.6% | +23.4% |
| 3M | +13.7% | -1.8% | +15.5% | +14.5% |
| 6M | +32.7% | -3.9% | +36.6% | +34.8% |
| YTD | +24.1% | -3.9% | +28.0% | +26.1% |
| 1Y | +23.6% | -4.7% | +28.3% | +26.0% |
| 3Y | +64.8% | +14.1% | +50.7% | +56.3% |
| 5Y | -8.8% | -16.6% | +7.8% | -6.2% |
| All | +266.6% | +22.0% | +244.5% | +280.6% |
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