+198.5%
EXEL vs VCLT
-15.5%
+214.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.2% | +1.3% | +1.2% |
| 7D | -0.3% | 0.0% | -0.4% | -0.3% |
| 30D | +10.1% | +0.1% | +10.0% | +10.1% |
| 3M | +10.1% | -2.9% | +13.0% | +11.4% |
| 6M | +37.7% | -4.0% | +41.6% | +39.8% |
| YTD | +33.1% | -2.2% | +35.3% | +34.4% |
| 1Y | +52.4% | -2.6% | +55.0% | +54.1% |
| 3Y | +163.8% | +12.3% | +151.5% | +155.9% |
| 5Y | +198.5% | -16.4% | +214.9% | +179.4% |
| All | +198.5% | -15.5% | +214.1% | +179.4% |
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