+9.5%
OXY vs VCIT
+30.2%
-20.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.1% | -1.2% | -1.1% |
| 7D | -8.2% | +0.7% | -8.9% | -8.6% |
| 30D | -7.2% | +1.8% | -9.0% | -8.3% |
| 3M | +0.2% | -1.1% | +1.3% | +0.8% |
| 6M | +6.1% | -1.7% | +7.8% | +7.1% |
| YTD | +37.5% | -1.1% | +38.6% | +37.9% |
| 1Y | +37.7% | -0.4% | +38.0% | +37.1% |
| 3Y | -2.8% | +20.5% | -23.2% | -18.1% |
| 5Y | +77.6% | +3.8% | +73.9% | +79.4% |
| 10Y | +9.5% | +31.2% | -21.8% | +25.7% |
| All | +9.5% | +30.2% | -20.8% | +25.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling