+181.3%
XLE vs VCLT
+16.9%
+164.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | +0.3% | 0.0% | +0.3% | +0.3% |
| 30D | +8.5% | +0.1% | +8.4% | +8.5% |
| 3M | +14.6% | -2.9% | +17.5% | +15.3% |
| 6M | +17.6% | -4.0% | +21.5% | +18.5% |
| YTD | +48.1% | -2.2% | +50.3% | +48.6% |
| 1Y | +53.8% | -2.6% | +56.4% | +54.4% |
| 3Y | +56.2% | +12.3% | +43.9% | +50.7% |
| 5Y | +227.7% | -16.4% | +244.1% | +244.0% |
| 10Y | +181.3% | +18.1% | +163.2% | +186.3% |
| All | +181.3% | +16.9% | +164.4% | +186.3% |
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 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