+21.5%
OXY vs VCIT
+98.3%
-76.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.6% | -0.3% | +1.9% | +1.7% |
| 30D | +11.6% | -0.8% | +12.3% | +11.8% |
| 3M | +2.8% | -1.0% | +3.8% | +3.1% |
| 6M | +13.0% | -1.8% | +14.9% | +13.6% |
| YTD | +47.4% | -0.7% | +48.1% | +47.4% |
| 1Y | +31.5% | +1.0% | +30.5% | +30.5% |
| 3Y | -1.9% | +18.8% | -20.8% | -9.4% |
| 5Y | +148.0% | +3.5% | +144.5% | +144.0% |
| 10Y | +2.3% | +29.2% | -27.0% | +3.9% |
| All | +21.5% | +98.3% | -76.7% | +82.3% |
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