+161.1%
VEA vs VCLT
+17.1%
+144.0%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.1% |
| 7D | -1.5% | -1.4% | -0.1% | -0.8% |
| 30D | -0.8% | -1.2% | +0.3% | -0.3% |
| 3M | +2.5% | -4.8% | +7.2% | +4.7% |
| 6M | +11.1% | -2.6% | +13.7% | +12.6% |
| YTD | +17.2% | -3.3% | +20.5% | +19.1% |
| 1Y | +24.5% | -4.8% | +29.3% | +27.3% |
| 3Y | +75.4% | +11.5% | +63.9% | +67.9% |
| 5Y | +61.1% | -17.0% | +78.1% | +69.6% |
| All | +161.1% | +17.1% | +144.0% | +153.1% |
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