+149.4%
EWT vs VCLT
-17.2%
+166.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | 0.0% | +1.8% | +1.8% |
| 7D | -1.1% | -1.4% | +0.2% | -0.4% |
| 30D | +4.5% | -1.2% | +5.6% | +5.1% |
| 3M | +8.3% | -4.8% | +13.0% | +11.2% |
| 6M | +54.2% | -2.6% | +56.8% | +56.9% |
| YTD | +74.6% | -3.3% | +77.9% | +78.2% |
| 1Y | +84.9% | -4.8% | +89.7% | +90.1% |
| 3Y | +197.5% | +11.5% | +186.0% | +185.2% |
| All | +149.4% | -17.2% | +166.7% | +145.1% |
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