+192.7%
EXC vs VCLT
+22.0%
+170.6%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.6% |
| 7D | -1.9% | -1.9% | 0.0% | -1.1% |
| 30D | +7.8% | +1.4% | +6.3% | +7.1% |
| 3M | +1.9% | -1.8% | +3.6% | +2.7% |
| 6M | +3.4% | -3.9% | +7.3% | +5.2% |
| YTD | +7.6% | -3.9% | +11.5% | +9.4% |
| 1Y | +2.1% | -4.7% | +6.8% | +4.2% |
| 3Y | +29.6% | +14.1% | +15.5% | +21.7% |
| 5Y | +39.5% | -16.6% | +56.1% | +49.2% |
| All | +192.7% | +22.0% | +170.6% | +147.5% |
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