+1,226.5%
OKE vs VCIT
+98.3%
+1,128.2%
-80.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +0.7% | -0.3% | +1.1% | +0.9% |
| 30D | +9.4% | -0.8% | +10.1% | +9.9% |
| 3M | +8.6% | -1.0% | +9.6% | +9.2% |
| 6M | +15.3% | -1.8% | +17.1% | +16.6% |
| YTD | +34.8% | -0.7% | +35.5% | +35.1% |
| 1Y | +35.3% | +1.0% | +34.3% | +33.8% |
| 3Y | +69.5% | +18.8% | +50.6% | +47.9% |
| 5Y | +135.2% | +3.5% | +131.7% | +126.9% |
| 10Y | +261.7% | +29.2% | +232.5% | +252.3% |
| All | +1,226.5% | +98.3% | +1,128.2% | +1,714.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 VCIT 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