+99.4%
XYL vs VCLT
+21.5%
+77.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -3.7% | -2.3% | -1.5% | -2.7% |
| 30D | -8.3% | +0.8% | -9.1% | -8.6% |
| 3M | -21.4% | -2.7% | -18.8% | -20.4% |
| 6M | -12.9% | -4.3% | -8.6% | -11.1% |
| YTD | -30.1% | -4.3% | -25.8% | -28.6% |
| 1Y | -35.2% | -4.4% | -30.8% | -33.7% |
| 3Y | -0.8% | +13.8% | -14.5% | -6.3% |
| 5Y | -23.2% | -17.0% | -6.3% | -19.3% |
| All | +99.4% | +21.5% | +77.8% | +106.8% |
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