+6.4%
OXY vs VCLT
+17.1%
-10.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +2.8% | -1.4% | +4.2% | +3.3% |
| 30D | +5.5% | -1.2% | +6.6% | +5.8% |
| 3M | +11.3% | -4.8% | +16.1% | +13.0% |
| 6M | +11.6% | -2.6% | +14.2% | +12.1% |
| YTD | +51.6% | -3.3% | +54.9% | +52.6% |
| 1Y | +36.2% | -4.8% | +41.0% | +37.9% |
| 3Y | +1.7% | +11.5% | -9.8% | -3.8% |
| 5Y | +164.5% | -17.0% | +181.4% | +187.1% |
| All | +6.4% | +17.1% | -10.7% | +12.7% |
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