+311.7%
EXEL vs VCLT
+21.5%
+290.2%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | -0.8% | -2.3% | +1.4% | -0.2% |
| 30D | +13.1% | +0.8% | +12.4% | +12.9% |
| 3M | +36.3% | -2.7% | +39.0% | +37.4% |
| 6M | +34.5% | -4.3% | +38.8% | +36.2% |
| YTD | +57.4% | -4.3% | +61.7% | +59.4% |
| 1Y | +62.9% | -4.4% | +67.3% | +65.0% |
| 3Y | +229.5% | +13.8% | +215.7% | +222.0% |
| 5Y | +281.2% | -17.0% | +298.2% | +286.1% |
| All | +311.7% | +21.5% | +290.2% | +403.1% |
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 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