+160.8%
EXC vs VCLT
+16.9%
+143.9%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | -0.9% | +0.1% | -1.0% | -0.9% |
| 3M | -2.7% | -2.9% | +0.2% | -1.4% |
| 6M | -9.4% | -4.0% | -5.4% | -7.8% |
| YTD | +3.0% | -2.2% | +5.3% | +4.0% |
| 1Y | +5.1% | -2.6% | +7.7% | +6.3% |
| 3Y | +20.6% | +12.3% | +8.3% | +13.9% |
| 5Y | +45.7% | -16.4% | +62.1% | +56.0% |
| 10Y | +160.8% | +18.1% | +142.8% | +125.6% |
| All | +160.8% | +16.9% | +143.9% | +125.6% |
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