+149.7%
XBI vs VCLT
+17.1%
+132.6%
-63.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -4.6% | -1.4% | -3.3% | -3.9% |
| 30D | -2.0% | -1.2% | -0.8% | -1.3% |
| 3M | +17.8% | -4.8% | +22.6% | +21.3% |
| 6M | +23.7% | -2.6% | +26.3% | +26.0% |
| YTD | +28.2% | -3.3% | +31.6% | +31.1% |
| 1Y | +64.0% | -4.8% | +68.8% | +69.2% |
| 3Y | +99.4% | +11.5% | +87.9% | +88.7% |
| 5Y | +19.3% | -17.0% | +36.3% | +26.3% |
| All | +149.7% | +17.1% | +132.6% | +175.0% |
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