+61.1%
XOP vs VCLT
+103.4%
-42.3%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -1.0% | -0.8% |
| 7D | +2.6% | -0.5% | +3.1% | +2.5% |
| 30D | +15.4% | -0.9% | +16.3% | +15.4% |
| 3M | +12.1% | -3.2% | +15.3% | +11.8% |
| 6M | +19.7% | -3.8% | +23.5% | +19.4% |
| YTD | +52.4% | -2.0% | +54.4% | +52.2% |
| 1Y | +47.6% | -0.8% | +48.4% | +47.5% |
| 3Y | +34.4% | +12.3% | +22.1% | +35.7% |
| 5Y | +154.4% | -15.4% | +169.8% | +142.8% |
| 10Y | +54.7% | +15.7% | +38.9% | +67.8% |
| All | +61.1% | +103.4% | -42.3% | +175.4% |
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