+14.6%
OXY vs VCIT
+96.4%
-81.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.2% | +0.1% |
| 7D | -11.9% | +0.1% | -12.0% | -11.9% |
| 30D | -3.1% | +1.9% | -5.1% | -3.7% |
| 3M | +1.1% | -1.4% | +2.5% | +1.5% |
| 6M | +3.2% | -2.1% | +5.4% | +3.8% |
| YTD | +39.0% | -1.6% | +40.7% | +39.4% |
| 1Y | +42.7% | -0.9% | +43.6% | +42.6% |
| 3Y | -3.5% | +20.0% | -23.5% | -11.4% |
| 5Y | +81.3% | +3.1% | +78.2% | +78.4% |
| 10Y | +11.2% | +28.7% | -17.5% | +13.6% |
| All | +14.6% | +96.4% | -81.8% | +72.4% |
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