+92.0%
EXEL vs VCLT
-3.2%
+95.2%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | -0.6% |
| 7D | +9.8% | +0.4% | +9.4% | +9.2% |
| 30D | +23.6% | +3.9% | +19.7% | +17.8% |
| 3M | +29.9% | -1.9% | +31.9% | +33.5% |
| 6M | +64.7% | -2.6% | +67.3% | +70.4% |
| YTD | +66.0% | -3.1% | +69.1% | +73.9% |
| 1Y | +92.0% | -3.6% | +95.5% | +102.7% |
| All | +92.0% | -3.2% | +95.2% | +102.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling