+147.8%
XEL vs VCLT
+17.1%
+130.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.3% | -1.4% | +1.1% | +0.4% |
| 30D | -3.9% | -1.2% | -2.8% | -3.4% |
| 3M | -2.8% | -4.8% | +2.0% | -0.6% |
| 6M | -5.4% | -2.6% | -2.8% | -4.3% |
| YTD | +3.8% | -3.3% | +7.1% | +5.3% |
| 1Y | +6.8% | -4.8% | +11.7% | +9.2% |
| 3Y | +45.6% | +11.5% | +34.1% | +37.4% |
| 5Y | +30.7% | -17.0% | +47.7% | +40.9% |
| All | +147.8% | +17.1% | +130.7% | +115.4% |
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