+31.5%
VCIT vs EXEL
+354.7%
-323.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | 0.0% |
| 7D | -0.5% | -2.8% | +2.3% | -0.5% |
| 30D | +1.5% | +18.2% | -16.7% | +1.3% |
| 3M | -1.0% | +37.7% | -38.7% | -1.3% |
| 6M | -1.7% | +42.2% | -43.9% | -2.1% |
| YTD | -1.4% | +61.3% | -62.7% | -2.0% |
| 1Y | -0.9% | +64.5% | -65.4% | -1.6% |
| 3Y | +19.8% | +236.7% | -216.9% | +18.0% |
| 5Y | +4.6% | +296.3% | -291.7% | +2.8% |
| 10Y | +31.5% | +331.1% | -299.6% | +29.6% |
| All | +31.5% | +354.7% | -323.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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