+84.1%
EWZ vs VCLT
+15.5%
+68.5%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +5.6% | +0.3% | +5.3% | +5.4% |
| 30D | +9.3% | -0.6% | +9.8% | +9.6% |
| 3M | +15.7% | -2.2% | +17.9% | +17.2% |
| 6M | +7.4% | -2.9% | +10.3% | +9.4% |
| YTD | +22.7% | -2.1% | +24.7% | +24.3% |
| 1Y | +36.4% | -2.6% | +39.0% | +38.6% |
| 3Y | +50.4% | +12.5% | +37.9% | +40.4% |
| 5Y | +67.6% | -15.3% | +82.9% | +86.0% |
| 10Y | +84.1% | +16.6% | +67.4% | +70.2% |
| All | +84.1% | +15.5% | +68.5% | +70.2% |
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