-31.5%
XYL vs VCLT
-3.2%
-28.3%
-40.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +1.0% | +3.9% | +4.1% |
| 7D | +14.5% | +0.4% | +14.1% | +14.1% |
| 30D | -1.3% | +3.9% | -5.3% | -4.8% |
| 3M | -17.0% | -1.9% | -15.0% | -15.7% |
| 6M | -11.3% | -2.6% | -8.7% | -9.6% |
| YTD | -25.0% | -3.1% | -21.9% | -23.3% |
| 1Y | -31.5% | -3.6% | -28.0% | -29.7% |
| All | -31.5% | -3.2% | -28.3% | -29.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling