+512.5%
XRT vs VCLT
+103.3%
+409.1%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.1% | -2.1% |
| 7D | -0.3% | +0.3% | -0.6% | -0.3% |
| 30D | -5.6% | -0.6% | -5.1% | -5.5% |
| 3M | +2.5% | -2.2% | +4.8% | +3.1% |
| 6M | +3.7% | -2.9% | +6.6% | +4.4% |
| YTD | +1.0% | -2.1% | +3.0% | +1.5% |
| 1Y | -1.2% | -2.6% | +1.4% | -0.6% |
| 3Y | +43.4% | +12.5% | +30.9% | +41.0% |
| 5Y | -0.7% | -15.3% | +14.6% | -3.4% |
| 10Y | +123.7% | +16.6% | +107.1% | +136.4% |
| All | +512.5% | +103.3% | +409.1% | +804.5% |
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 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