+119.9%
XRT vs VCLT
+17.0%
+102.9%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.2% |
| 7D | -3.6% | -1.3% | -2.3% | -3.0% |
| 30D | -6.7% | -1.1% | -5.6% | -6.2% |
| 3M | -1.4% | -3.7% | +2.3% | +0.5% |
| 6M | +1.7% | -4.0% | +5.7% | +3.9% |
| YTD | -1.5% | -3.4% | +1.9% | +0.3% |
| 1Y | -2.5% | -4.1% | +1.7% | -0.3% |
| 3Y | +39.9% | +11.0% | +28.9% | +33.8% |
| 5Y | -2.6% | -17.0% | +14.4% | +1.2% |
| All | +119.9% | +17.0% | +102.9% | +128.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling