+430.0%
EWY vs VCLT
+103.3%
+326.7%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | +8.0% | +0.3% | +7.7% | +7.9% |
| 30D | +14.3% | -0.6% | +14.9% | +14.5% |
| 3M | +2.3% | -2.2% | +4.5% | +3.0% |
| 6M | +49.9% | -2.9% | +52.7% | +51.4% |
| YTD | +95.3% | -2.1% | +97.4% | +97.0% |
| 1Y | +161.7% | -2.6% | +164.3% | +164.3% |
| 3Y | +230.2% | +12.5% | +217.7% | +224.5% |
| 5Y | +148.1% | -15.3% | +163.4% | +147.8% |
| 10Y | +293.2% | +16.6% | +276.5% | +305.8% |
| All | +430.0% | +103.3% | +326.7% | +691.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling