+257.2%
XOM vs VCLT
-17.2%
+274.4%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.4% | +0.5% |
| 7D | +4.1% | -1.4% | +5.4% | +4.0% |
| 30D | +4.6% | -1.2% | +5.8% | +4.5% |
| 3M | +14.0% | -4.8% | +18.7% | +13.8% |
| 6M | +11.0% | -2.6% | +13.5% | +10.8% |
| YTD | +40.7% | -3.3% | +44.0% | +40.5% |
| 1Y | +52.3% | -4.8% | +57.1% | +52.2% |
| 3Y | +60.5% | +11.5% | +48.9% | +59.7% |
| All | +257.2% | -17.2% | +274.4% | +221.3% |
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 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