+150.1%
VXUS vs VCLT
+16.9%
+133.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.6% | -0.7% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +0.7% | +0.1% | +0.6% | +0.6% |
| 3M | +4.8% | -2.9% | +7.6% | +6.1% |
| 6M | +11.3% | -4.0% | +15.3% | +13.3% |
| YTD | +16.5% | -2.2% | +18.8% | +17.8% |
| 1Y | +24.3% | -2.6% | +26.9% | +25.8% |
| 3Y | +74.5% | +12.3% | +62.2% | +66.6% |
| 5Y | +54.3% | -16.4% | +70.7% | +62.3% |
| 10Y | +150.1% | +18.1% | +132.0% | +138.8% |
| All | +150.1% | +16.9% | +133.2% | +138.8% |
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