+65.0%
XLF vs VCLT
-17.3%
+82.3%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.8% | +0.1% |
| 7D | -2.9% | -1.3% | -1.6% | -2.4% |
| 30D | -1.6% | -1.1% | -0.5% | -1.2% |
| 3M | +9.3% | -3.7% | +13.0% | +10.7% |
| 6M | +14.6% | -4.0% | +18.6% | +16.3% |
| YTD | +4.7% | -3.4% | +8.1% | +6.0% |
| 1Y | +8.6% | -4.1% | +12.8% | +10.3% |
| 3Y | +73.9% | +11.0% | +62.9% | +67.0% |
| 5Y | +65.0% | -17.0% | +82.0% | +51.4% |
| All | +65.0% | -17.3% | +82.3% | +51.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling