+690.0%
XHB vs VCLT
+103.3%
+586.7%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | 0.0% | -2.4% | -2.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.1% |
| 30D | -9.1% | -0.6% | -8.5% | -8.8% |
| 3M | -2.3% | -2.2% | -0.1% | -1.2% |
| 6M | -4.1% | -2.9% | -1.2% | -2.6% |
| YTD | -1.7% | -2.1% | +0.3% | -0.5% |
| 1Y | -15.1% | -2.6% | -12.5% | -13.8% |
| 3Y | +26.8% | +12.5% | +14.3% | +22.5% |
| 5Y | +37.3% | -15.3% | +52.6% | +38.7% |
| 10Y | +205.7% | +16.6% | +189.0% | +224.2% |
| All | +690.0% | +103.3% | +586.7% | +1,145.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling