+141.9%
EWJ vs VCLT
+17.1%
+124.8%
-33.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | +0.3% | -1.4% | +1.6% | +0.8% |
| 30D | +0.8% | -1.2% | +2.0% | +1.2% |
| 3M | +7.5% | -4.8% | +12.3% | +9.4% |
| 6M | +15.6% | -2.6% | +18.2% | +16.8% |
| YTD | +22.7% | -3.3% | +26.1% | +24.4% |
| 1Y | +26.4% | -4.8% | +31.2% | +28.7% |
| 3Y | +72.5% | +11.5% | +61.0% | +66.7% |
| 5Y | +52.4% | -17.0% | +69.4% | +57.1% |
| All | +141.9% | +17.1% | +124.8% | +132.0% |
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