+160.6%
XOP vs VCLT
-15.5%
+176.2%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.6% |
| 7D | +1.0% | 0.0% | +0.9% | +1.0% |
| 30D | +10.8% | +0.1% | +10.7% | +10.8% |
| 3M | +19.5% | -2.9% | +22.3% | +19.8% |
| 6M | +21.6% | -4.0% | +25.5% | +22.2% |
| YTD | +55.8% | -2.2% | +58.1% | +56.0% |
| 1Y | +54.6% | -2.6% | +57.2% | +54.9% |
| 3Y | +36.6% | +12.3% | +24.4% | +32.9% |
| 5Y | +160.6% | -16.4% | +177.0% | +140.1% |
| All | +160.6% | -15.5% | +176.2% | +140.1% |
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 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