+164.2%
XLB vs VCLT
+21.5%
+142.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | 0.0% |
| 7D | +0.5% | -2.3% | +2.8% | +1.5% |
| 30D | +5.2% | +0.8% | +4.4% | +4.8% |
| 3M | +0.3% | -2.7% | +3.0% | +1.4% |
| 6M | +1.2% | -4.3% | +5.5% | +3.0% |
| YTD | +16.6% | -4.3% | +21.0% | +18.8% |
| 1Y | +21.4% | -4.4% | +25.8% | +23.7% |
| 3Y | +43.2% | +13.8% | +29.4% | +36.7% |
| 5Y | +28.0% | -17.0% | +45.0% | +33.4% |
| All | +164.2% | +21.5% | +142.6% | +171.7% |
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