+249.5%
VEA vs VCLT
+103.3%
+146.2%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +1.9% | +0.3% | +1.6% | +1.8% |
| 30D | +0.8% | -0.6% | +1.3% | +0.9% |
| 3M | +5.7% | -2.2% | +7.9% | +6.2% |
| 6M | +13.3% | -2.9% | +16.2% | +14.0% |
| YTD | +18.4% | -2.1% | +20.5% | +18.9% |
| 1Y | +27.0% | -2.6% | +29.5% | +27.6% |
| 3Y | +79.3% | +12.5% | +66.8% | +76.5% |
| 5Y | +62.1% | -15.3% | +77.4% | +59.9% |
| 10Y | +160.3% | +16.6% | +143.6% | +171.6% |
| All | +249.5% | +103.3% | +146.2% | +408.2% |
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 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