+425.4%
XLP vs VCLT
+102.2%
+323.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.2% | -1.3% |
| 7D | +0.7% | +0.3% | +0.5% | +0.7% |
| 30D | +10.3% | +3.7% | +6.6% | +9.7% |
| 3M | +6.5% | -1.0% | +7.5% | +6.7% |
| 6M | +8.4% | -3.4% | +11.7% | +8.9% |
| YTD | +18.2% | -2.6% | +20.8% | +18.6% |
| 1Y | +22.4% | -3.3% | +25.7% | +23.0% |
| 3Y | +41.9% | +17.3% | +24.6% | +39.0% |
| 5Y | +40.9% | -17.0% | +57.9% | +41.3% |
| 10Y | +128.4% | +18.1% | +110.2% | +132.8% |
| All | +425.4% | +102.2% | +323.2% | +527.4% |
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 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