+357.3%
XLB vs VCLT
+103.4%
+253.8%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | -1.4% | -0.5% | -0.9% | -1.3% |
| 30D | -0.4% | -0.9% | +0.5% | -0.3% |
| 3M | +2.0% | -3.2% | +5.2% | +2.5% |
| 6M | +1.8% | -3.8% | +5.6% | +2.4% |
| YTD | +16.6% | -2.0% | +18.6% | +17.0% |
| 1Y | +16.9% | -0.8% | +17.7% | +17.1% |
| 3Y | +32.6% | +12.3% | +20.3% | +31.0% |
| 5Y | +35.6% | -15.4% | +51.1% | +32.4% |
| 10Y | +160.0% | +15.7% | +144.3% | +174.3% |
| All | +357.3% | +103.4% | +253.8% | +597.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling