+165.8%
VXUS vs VCLT
+82.7%
+83.0%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | +2.1% | -2.3% | +4.4% | +2.7% |
| 30D | -1.1% | +0.8% | -1.9% | -1.3% |
| 3M | -5.6% | -2.7% | -2.9% | -5.0% |
| 6M | -2.3% | -4.3% | +2.0% | -1.3% |
| YTD | +10.4% | -4.3% | +14.7% | +11.5% |
| 1Y | +13.1% | -4.4% | +17.4% | +14.2% |
| 3Y | +68.0% | +13.8% | +54.2% | +64.7% |
| 5Y | +45.8% | -17.0% | +62.8% | +46.0% |
| 10Y | +144.7% | +20.9% | +123.8% | +162.1% |
| All | +165.8% | +82.7% | +83.0% | +285.2% |
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