+55.0%
EWZ vs VCLT
-15.0%
+70.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.8% |
| 7D | +6.5% | -0.5% | +7.0% | +6.8% |
| 30D | +4.8% | -0.9% | +5.7% | +5.3% |
| 3M | +9.9% | -3.2% | +13.1% | +11.7% |
| 6M | +1.9% | -3.8% | +5.8% | +4.0% |
| YTD | +20.3% | -2.0% | +22.3% | +21.6% |
| 1Y | +35.6% | -0.8% | +36.4% | +36.3% |
| 3Y | +43.4% | +12.3% | +31.2% | +36.1% |
| All | +55.0% | -15.0% | +70.0% | +65.9% |
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