+212.3%
IEFA vs VCLT
+40.8%
+171.5%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -0.5% | 0.0% | -0.5% | -0.5% |
| 30D | -1.1% | +0.1% | -1.2% | -1.1% |
| 3M | +5.1% | -2.9% | +8.0% | +6.1% |
| 6M | +9.3% | -4.0% | +13.3% | +10.9% |
| YTD | +13.0% | -2.2% | +15.2% | +13.9% |
| 1Y | +19.2% | -2.6% | +21.8% | +20.3% |
| 3Y | +67.0% | +12.3% | +54.7% | +61.2% |
| 5Y | +51.1% | -16.4% | +67.5% | +54.9% |
| 10Y | +146.5% | +18.1% | +128.4% | +146.5% |
| All | +212.3% | +40.8% | +171.5% | +210.4% |
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 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