+432.8%
XYL vs VCLT
+68.2%
+364.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.2% | -2.1% |
| 7D | -5.0% | -0.5% | -4.5% | -4.9% |
| 30D | -13.2% | -0.9% | -12.4% | -13.0% |
| 3M | -3.7% | -3.2% | -0.5% | -2.7% |
| 6M | -17.7% | -3.8% | -13.9% | -16.7% |
| YTD | -21.5% | -2.0% | -19.5% | -21.0% |
| 1Y | -24.5% | -0.8% | -23.7% | -24.3% |
| 3Y | +6.9% | +12.3% | -5.3% | +3.6% |
| 5Y | -18.1% | -15.4% | -2.7% | -17.8% |
| 10Y | +134.7% | +15.7% | +119.0% | +142.3% |
| All | +432.8% | +68.2% | +364.6% | +500.2% |
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