+31.2%
VCIT vs EXEL
+320.7%
-289.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | -1.4% | -0.8% | -0.6% | -1.4% |
| 30D | +0.6% | +13.1% | -12.6% | +0.4% |
| 3M | -2.2% | +36.3% | -38.6% | -2.6% |
| 6M | -2.3% | +34.5% | -36.8% | -2.7% |
| YTD | -2.2% | +57.4% | -59.6% | -2.8% |
| 1Y | -1.4% | +62.9% | -64.3% | -2.0% |
| 3Y | +18.7% | +229.5% | -210.8% | +17.0% |
| 5Y | +3.6% | +281.2% | -277.6% | +1.8% |
| All | +31.2% | +320.7% | -289.5% | +29.2% |
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