+164.7%
XLB vs VCLT
+22.0%
+142.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.3% | 0.0% | -0.7% |
| 7D | 0.0% | -1.9% | +1.9% | +0.8% |
| 30D | +5.3% | +1.4% | +3.8% | +4.7% |
| 3M | 0.0% | -1.8% | +1.8% | +0.7% |
| 6M | +1.2% | -3.9% | +5.1% | +2.9% |
| YTD | +16.9% | -3.9% | +20.8% | +18.9% |
| 1Y | +20.9% | -4.7% | +25.6% | +23.4% |
| 3Y | +43.3% | +14.1% | +29.2% | +36.7% |
| 5Y | +28.3% | -16.6% | +44.9% | +33.4% |
| All | +164.7% | +22.0% | +142.7% | +171.8% |
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