+23.5%
XHB vs VCLT
+12.6%
+10.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.2% | -1.3% | -1.3% |
| 7D | -1.9% | 0.0% | -1.9% | -1.9% |
| 30D | -8.3% | +0.1% | -8.4% | -8.4% |
| 3M | -7.1% | -2.9% | -4.3% | -3.4% |
| 6M | -5.3% | -4.0% | -1.3% | +0.1% |
| YTD | -3.2% | -2.2% | -0.9% | +0.2% |
| 1Y | -13.9% | -2.6% | -11.3% | -10.4% |
| All | +23.5% | +12.6% | +10.9% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling