+45.4%
XLB vs VCLT
+16.4%
+29.0%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | -1.6% | -0.6% | -1.1% | -1.3% |
| 30D | +7.2% | +2.8% | +4.5% | +5.3% |
| 3M | 0.0% | -0.4% | +0.4% | +0.3% |
| 6M | +2.3% | -3.1% | +5.4% | +4.5% |
| YTD | +18.4% | -2.7% | +21.1% | +20.5% |
| 1Y | +23.3% | -3.7% | +27.0% | +26.4% |
| All | +45.4% | +16.4% | +29.0% | +37.6% |
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