+390.1%
XLP vs VCLT
+103.4%
+286.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | -0.5% | -0.5% | -0.9% |
| 30D | -0.9% | -0.9% | 0.0% | -0.8% |
| 3M | +3.8% | -3.2% | +7.1% | +4.3% |
| 6M | -1.7% | -3.8% | +2.1% | -1.2% |
| YTD | +10.3% | -2.0% | +12.3% | +10.6% |
| 1Y | +7.8% | -0.8% | +8.6% | +7.9% |
| 3Y | +27.2% | +12.3% | +14.9% | +25.2% |
| 5Y | +32.5% | -15.4% | +47.9% | +32.7% |
| 10Y | +101.8% | +15.7% | +86.1% | +104.4% |
| All | +390.1% | +103.4% | +286.7% | +484.7% |
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 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