+303.5%
EWY vs VCLT
+17.1%
+286.4%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -0.1% | -1.4% | +1.3% | +0.7% |
| 30D | +7.3% | -1.2% | +8.5% | +8.0% |
| 3M | -5.1% | -4.8% | -0.4% | -2.4% |
| 6M | +42.1% | -2.6% | +44.6% | +45.1% |
| YTD | +94.1% | -3.3% | +97.5% | +99.1% |
| 1Y | +147.8% | -4.8% | +152.6% | +156.1% |
| 3Y | +222.9% | +11.5% | +211.4% | +209.2% |
| 5Y | +150.6% | -17.0% | +167.6% | +170.8% |
| All | +303.5% | +17.1% | +286.4% | +270.4% |
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 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