+162.1%
XLB vs VCLT
+18.4%
+143.6%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.2% | -0.9% | -1.0% |
| 7D | -2.9% | 0.0% | -3.0% | -3.0% |
| 30D | -3.4% | +0.1% | -3.5% | -3.4% |
| 3M | +1.6% | -2.9% | +4.5% | +2.8% |
| 6M | +3.6% | -4.0% | +7.6% | +5.4% |
| YTD | +14.2% | -2.2% | +16.5% | +15.3% |
| 1Y | +15.6% | -2.6% | +18.2% | +16.9% |
| 3Y | +33.1% | +12.3% | +20.8% | +27.5% |
| 5Y | +35.0% | -16.4% | +51.4% | +39.9% |
| All | +162.1% | +18.4% | +143.6% | +165.0% |
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 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