+55.0%
XOP vs VCLT
+17.1%
+37.9%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.6% | -1.4% | +4.0% | +2.9% |
| 30D | +9.6% | -1.2% | +10.8% | +9.8% |
| 3M | +20.4% | -4.8% | +25.1% | +21.3% |
| 6M | +19.9% | -2.6% | +22.5% | +20.2% |
| YTD | +56.4% | -3.3% | +59.7% | +57.0% |
| 1Y | +52.4% | -4.8% | +57.3% | +53.5% |
| 3Y | +39.9% | +11.5% | +28.4% | +35.9% |
| 5Y | +163.7% | -17.0% | +180.7% | +168.5% |
| All | +55.0% | +17.1% | +37.9% | +65.1% |
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