+540.2%
XLF vs VCLT
+103.3%
+436.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.3% | -1.4% |
| 7D | +0.2% | +0.3% | -0.1% | +0.2% |
| 30D | -0.5% | -0.6% | 0.0% | -0.5% |
| 3M | +10.6% | -2.2% | +12.9% | +10.8% |
| 6M | +14.3% | -2.9% | +17.2% | +14.4% |
| YTD | +5.5% | -2.1% | +7.6% | +5.6% |
| 1Y | +9.6% | -2.6% | +12.1% | +9.7% |
| 3Y | +75.2% | +12.5% | +62.7% | +74.8% |
| 5Y | +65.5% | -15.3% | +80.8% | +59.2% |
| 10Y | +246.4% | +16.6% | +229.8% | +274.6% |
| All | +540.2% | +103.3% | +436.9% | +908.1% |
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