+124.0%
EW vs VCLT
+17.0%
+106.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.2% | +1.8% | +1.2% |
| 7D | -3.4% | -1.3% | -2.1% | -2.9% |
| 30D | -7.4% | -1.1% | -6.2% | -6.9% |
| 3M | +0.9% | -3.7% | +4.6% | +2.4% |
| 6M | +1.2% | -4.0% | +5.2% | +2.8% |
| YTD | +1.8% | -3.4% | +5.2% | +3.2% |
| 1Y | +10.8% | -4.1% | +15.0% | +12.7% |
| 3Y | +17.1% | +11.0% | +6.2% | +12.0% |
| 5Y | -28.2% | -17.0% | -11.2% | -25.8% |
| All | +124.0% | +17.0% | +106.9% | +130.8% |
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