+135.9%
XLU vs VCLT
+17.1%
+118.8%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -1.6% | -1.4% | -0.2% | -1.0% |
| 30D | -3.3% | -1.2% | -2.1% | -2.8% |
| 3M | -3.2% | -4.8% | +1.6% | -0.9% |
| 6M | -7.0% | -2.6% | -4.4% | -5.9% |
| YTD | +0.6% | -3.3% | +4.0% | +2.2% |
| 1Y | +2.4% | -4.8% | +7.3% | +4.8% |
| 3Y | +46.3% | +11.5% | +34.7% | +38.7% |
| 5Y | +44.0% | -17.0% | +60.9% | +53.7% |
| All | +135.9% | +17.1% | +118.8% | +108.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling