+163.9%
XLE vs VCLT
+20.7%
+143.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.1% | +1.5% | +0.7% |
| 7D | -6.7% | +0.2% | -6.9% | -6.8% |
| 30D | -4.4% | +2.3% | -6.7% | -4.9% |
| 3M | +4.0% | -1.1% | +5.0% | +4.2% |
| 6M | +13.2% | -4.2% | +17.3% | +14.1% |
| YTD | +41.9% | -3.4% | +45.3% | +42.6% |
| 1Y | +41.6% | -3.8% | +45.4% | +42.5% |
| 3Y | +64.0% | +14.7% | +49.3% | +57.2% |
| 5Y | +158.1% | -16.7% | +174.8% | +171.0% |
| 10Y | +163.9% | +20.5% | +143.5% | +170.0% |
| All | +163.9% | +20.7% | +143.3% | +170.0% |
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