+160.3%
EXC vs VCLT
+100.6%
+59.8%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | +0.1% | +0.2% | -0.2% | 0.0% |
| 30D | +9.0% | +2.3% | +6.7% | +8.3% |
| 3M | +3.3% | -1.1% | +4.3% | +3.6% |
| 6M | +5.7% | -4.2% | +9.8% | +7.0% |
| YTD | +7.3% | -3.4% | +10.7% | +8.5% |
| 1Y | +2.9% | -3.8% | +6.7% | +4.1% |
| 3Y | +29.3% | +14.7% | +14.6% | +24.0% |
| 5Y | +40.1% | -16.7% | +56.7% | +44.7% |
| 10Y | +197.7% | +20.5% | +177.2% | +194.0% |
| All | +160.3% | +100.6% | +59.8% | +209.1% |
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