-35.2%
XYL vs VCLT
-4.7%
-30.5%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -3.7% | -2.3% | -1.5% | -1.6% |
| 30D | -8.3% | +0.8% | -9.1% | -8.9% |
| 3M | -21.4% | -2.7% | -18.8% | -19.5% |
| 6M | -12.9% | -4.3% | -8.6% | -9.7% |
| YTD | -30.1% | -4.3% | -25.8% | -27.6% |
| 1Y | -35.2% | -4.4% | -30.8% | -32.9% |
| All | -35.2% | -4.7% | -30.5% | -32.9% |
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 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