+363.1%
EXEL vs VCLT
+17.0%
+346.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.2% | -0.4% | -1.3% |
| 7D | -2.9% | -1.3% | -1.6% | -2.6% |
| 30D | +11.9% | -1.1% | +13.0% | +12.2% |
| 3M | +9.2% | -3.7% | +12.9% | +10.2% |
| 6M | +39.1% | -4.0% | +43.1% | +40.5% |
| YTD | +31.0% | -3.4% | +34.4% | +32.2% |
| 1Y | +52.3% | -4.1% | +56.5% | +54.0% |
| 3Y | +159.7% | +11.0% | +148.8% | +155.6% |
| 5Y | +187.7% | -17.0% | +204.7% | +188.3% |
| All | +363.1% | +17.0% | +346.1% | +476.3% |
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 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