+24.5%
VEA vs VCLT
-4.4%
+28.9%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | -1.4% | -0.1% | +0.1% |
| 30D | -0.8% | -1.2% | +0.3% | +0.5% |
| 3M | +2.5% | -4.8% | +7.2% | +8.5% |
| 6M | +11.1% | -2.6% | +13.7% | +14.9% |
| YTD | +17.2% | -3.3% | +20.5% | +21.8% |
| 1Y | +24.5% | -4.8% | +29.3% | +31.2% |
| All | +24.5% | -4.4% | +28.9% | +31.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling