+21.2%
EXE vs VCLT
+14.4%
+6.8%
-30.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.2% | +0.8% |
| 7D | +5.3% | -2.3% | +7.6% | +5.2% |
| 30D | -2.2% | +0.8% | -3.0% | -2.2% |
| 3M | -5.9% | -2.7% | -3.2% | -6.0% |
| 6M | -5.7% | -4.3% | -1.4% | -5.8% |
| YTD | -17.8% | -4.3% | -13.5% | -17.9% |
| 1Y | -23.1% | -4.4% | -18.8% | -23.2% |
| 3Y | +21.2% | +13.8% | +7.4% | +25.3% |
| All | +21.2% | +14.4% | +6.8% | +25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling