+42.7%
XLP vs VCLT
-17.0%
+59.7%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.3% | +0.9% | 0.0% |
| 7D | -0.2% | -1.9% | +1.7% | +0.4% |
| 30D | +8.2% | +1.4% | +6.7% | +7.7% |
| 3M | +7.7% | -1.8% | +9.5% | +8.3% |
| 6M | +9.3% | -3.9% | +13.2% | +10.6% |
| YTD | +19.5% | -3.9% | +23.4% | +20.9% |
| 1Y | +21.0% | -4.7% | +25.7% | +22.7% |
| 3Y | +43.2% | +14.1% | +29.2% | +37.8% |
| 5Y | +42.7% | -16.6% | +59.3% | +39.7% |
| All | +42.7% | -17.0% | +59.7% | +39.7% |
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 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