+59.9%
VEA vs VCLT
-17.2%
+77.1%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.0% | +1.0% |
| 7D | -1.5% | -1.4% | -0.1% | -0.7% |
| 30D | -0.8% | -1.2% | +0.3% | -0.2% |
| 3M | +2.5% | -4.8% | +7.2% | +5.1% |
| 6M | +11.1% | -2.6% | +13.7% | +12.9% |
| YTD | +17.2% | -3.3% | +20.5% | +19.4% |
| 1Y | +24.5% | -4.8% | +29.3% | +27.8% |
| 3Y | +75.4% | +11.5% | +63.9% | +67.0% |
| All | +59.9% | -17.2% | +77.1% | +56.3% |
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