+572.0%
XEL vs VCLT
+103.3%
+468.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.6% | +1.5% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -1.5% | -0.6% | -1.0% | -1.3% |
| 3M | -0.2% | -2.2% | +2.0% | +0.6% |
| 6M | -5.4% | -2.9% | -2.5% | -4.5% |
| YTD | +5.6% | -2.1% | +7.7% | +6.3% |
| 1Y | +10.5% | -2.6% | +13.0% | +11.3% |
| 3Y | +49.2% | +12.5% | +36.7% | +43.0% |
| 5Y | +30.1% | -15.3% | +45.4% | +34.6% |
| 10Y | +146.7% | +16.6% | +130.1% | +139.2% |
| All | +572.0% | +103.3% | +468.7% | +656.4% |
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 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