+158.8%
XLB vs VCLT
+17.0%
+141.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.2% | -0.1% | -0.8% |
| 7D | -3.5% | -1.3% | -2.2% | -3.0% |
| 30D | -4.7% | -1.1% | -3.5% | -4.2% |
| 3M | +2.7% | -3.7% | +6.4% | +4.3% |
| 6M | +2.6% | -4.0% | +6.6% | +4.3% |
| YTD | +12.8% | -3.4% | +16.2% | +14.5% |
| 1Y | +14.0% | -4.1% | +18.1% | +16.0% |
| 3Y | +31.5% | +11.0% | +20.5% | +26.5% |
| 5Y | +33.4% | -17.0% | +50.4% | +38.7% |
| All | +158.8% | +17.0% | +141.8% | +163.0% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling