+2.0%
OXY vs VCIT
+29.0%
-27.0%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.1% | +1.1% | +1.1% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +8.5% | -0.8% | +9.2% | +9.0% |
| 3M | +6.0% | -0.5% | +6.5% | +6.2% |
| 6M | +13.0% | -1.4% | +14.4% | +13.6% |
| YTD | +48.9% | -0.8% | +49.7% | +49.0% |
| 1Y | +36.4% | +0.3% | +36.1% | +35.2% |
| 3Y | -2.3% | +19.2% | -21.5% | -16.9% |
| 5Y | +160.6% | +3.6% | +157.0% | +164.2% |
| 10Y | +2.0% | +29.3% | -27.3% | +17.1% |
| All | +2.0% | +29.0% | -27.0% | +17.1% |
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