+183.8%
VXUS vs VCLT
+87.1%
+96.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.5% |
| 7D | +1.0% | -0.5% | +1.5% | +1.1% |
| 30D | +2.2% | -0.9% | +3.0% | +2.4% |
| 3M | +3.0% | -3.2% | +6.2% | +3.7% |
| 6M | +10.7% | -3.8% | +14.5% | +11.6% |
| YTD | +17.8% | -2.0% | +19.9% | +18.4% |
| 1Y | +27.6% | -0.8% | +28.4% | +27.9% |
| 3Y | +73.3% | +12.3% | +61.0% | +69.9% |
| 5Y | +54.3% | -15.4% | +69.7% | +53.7% |
| 10Y | +149.8% | +15.7% | +134.1% | +158.3% |
| All | +183.8% | +87.1% | +96.7% | +309.2% |
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