+783.6%
EWT vs VCLT
+103.3%
+680.3%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.5% | -0.6% |
| 7D | +1.6% | +0.3% | +1.3% | +1.6% |
| 30D | +8.2% | -0.6% | +8.8% | +8.3% |
| 3M | +11.1% | -2.2% | +13.3% | +11.7% |
| 6M | +60.4% | -2.9% | +63.3% | +61.6% |
| YTD | +75.6% | -2.1% | +77.6% | +76.6% |
| 1Y | +91.3% | -2.6% | +93.9% | +92.6% |
| 3Y | +200.3% | +12.5% | +187.8% | +195.0% |
| 5Y | +156.4% | -15.3% | +171.7% | +155.7% |
| 10Y | +495.8% | +16.6% | +479.2% | +508.8% |
| All | +783.6% | +103.3% | +680.3% | +1,112.1% |
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 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