+56.7%
XOP vs VCLT
+98.6%
-41.9%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +0.9% |
| 7D | +6.3% | -2.3% | +8.6% | +6.1% |
| 30D | -6.6% | +0.8% | -7.3% | -6.5% |
| 3M | +3.6% | -2.7% | +6.2% | +3.3% |
| 6M | +10.8% | -4.3% | +15.0% | +10.4% |
| YTD | +48.3% | -4.3% | +52.6% | +47.8% |
| 1Y | +42.9% | -4.4% | +47.3% | +42.5% |
| 3Y | +43.3% | +13.8% | +29.5% | +44.9% |
| 5Y | +94.0% | -17.0% | +110.9% | +84.9% |
| 10Y | +53.7% | +20.9% | +32.8% | +75.0% |
| All | +56.7% | +98.6% | -41.9% | +167.4% |
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