+43.4%
XLP vs VCLT
+16.4%
+27.0%
-9.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.2% | +0.4% |
| 7D | -0.5% | -0.6% | 0.0% | -0.3% |
| 30D | +8.3% | +2.8% | +5.6% | +7.3% |
| 3M | +8.7% | -0.4% | +9.1% | +8.8% |
| 6M | +11.2% | -3.1% | +14.3% | +12.3% |
| YTD | +20.0% | -2.7% | +22.7% | +21.0% |
| 1Y | +21.3% | -3.7% | +25.0% | +22.8% |
| All | +43.4% | +16.4% | +27.0% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling