+1,227.6%
EW vs VCLT
+103.4%
+1,124.2%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -0.3% | -0.5% | +0.2% | -0.2% |
| 30D | +1.0% | -0.9% | +1.9% | +1.2% |
| 3M | +2.8% | -3.2% | +6.0% | +3.5% |
| 6M | +5.5% | -3.8% | +9.3% | +6.3% |
| YTD | +5.5% | -2.0% | +7.5% | +5.9% |
| 1Y | +11.0% | -0.8% | +11.8% | +11.2% |
| 3Y | +17.7% | +12.3% | +5.4% | +15.1% |
| 5Y | -25.7% | -15.4% | -10.3% | -26.7% |
| 10Y | +132.8% | +15.7% | +117.1% | +141.0% |
| All | +1,227.6% | +103.4% | +1,124.2% | +1,575.8% |
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 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