+142.8%
XYL vs VCLT
+17.1%
+125.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.3% | +0.4% |
| 7D | +1.2% | -1.4% | +2.6% | +1.9% |
| 30D | -11.9% | -1.2% | -10.8% | -11.4% |
| 3M | -1.5% | -4.8% | +3.2% | +0.7% |
| 6M | -11.9% | -2.6% | -9.3% | -10.8% |
| YTD | -20.6% | -3.3% | -17.2% | -19.3% |
| 1Y | -23.5% | -4.8% | -18.7% | -21.7% |
| 3Y | +14.9% | +11.5% | +3.3% | +9.4% |
| 5Y | -15.3% | -17.0% | +1.7% | -11.3% |
| All | +142.8% | +17.1% | +125.7% | +150.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling