+104.9%
EXE vs VCLT
-16.3%
+121.2%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.2% | -1.4% | -1.6% |
| 7D | -2.7% | 0.0% | -2.7% | -2.7% |
| 30D | -0.4% | +0.1% | -0.5% | -0.4% |
| 3M | +9.5% | -2.9% | +12.4% | +10.1% |
| 6M | -9.3% | -4.0% | -5.4% | -8.6% |
| YTD | -10.9% | -2.2% | -8.7% | -10.6% |
| 1Y | +4.3% | -2.6% | +6.9% | +4.7% |
| 3Y | +18.8% | +12.3% | +6.5% | +13.8% |
| All | +104.9% | -16.3% | +121.2% | +96.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling