-29.4%
EW vs VCLT
-15.5%
-13.9%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -5.1% | 0.0% | -5.1% | -5.1% |
| 30D | -6.4% | +0.1% | -6.5% | -6.4% |
| 3M | -1.6% | -2.9% | +1.3% | 0.0% |
| 6M | +2.3% | -4.0% | +6.2% | +4.6% |
| YTD | +1.1% | -2.2% | +3.3% | +2.3% |
| 1Y | +8.0% | -2.6% | +10.6% | +9.5% |
| 3Y | +16.3% | +12.3% | +4.1% | +8.1% |
| 5Y | -29.4% | -16.4% | -13.0% | -27.7% |
| All | -29.4% | -15.5% | -13.9% | -27.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling