+142.7%
EWY vs VCLT
-17.3%
+160.0%
-43.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | -1.2% | -3.0% | -3.4% |
| 7D | +1.2% | -1.3% | +2.5% | +2.2% |
| 30D | +9.3% | -1.1% | +10.4% | +10.2% |
| 3M | +2.4% | -3.7% | +6.1% | +5.3% |
| 6M | +40.3% | -4.0% | +44.3% | +45.1% |
| YTD | +88.0% | -3.4% | +91.4% | +93.9% |
| 1Y | +143.8% | -4.1% | +148.0% | +152.5% |
| 3Y | +217.8% | +11.0% | +206.8% | +204.9% |
| 5Y | +142.7% | -17.0% | +159.7% | +147.3% |
| All | +142.7% | -17.3% | +160.0% | +147.3% |
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 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