+513.6%
EWT vs VCLT
+17.1%
+496.5%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -1.4% | +0.2% | -0.5% |
| 30D | +4.5% | -1.2% | +5.6% | +5.0% |
| 3M | +8.3% | -4.8% | +13.0% | +10.7% |
| 6M | +54.2% | -2.6% | +56.8% | +56.5% |
| YTD | +74.6% | -3.3% | +77.9% | +77.7% |
| 1Y | +84.9% | -4.8% | +89.7% | +89.4% |
| 3Y | +197.5% | +11.5% | +186.0% | +185.5% |
| 5Y | +150.6% | -17.0% | +167.6% | +165.6% |
| All | +513.6% | +17.1% | +496.5% | +465.8% |
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