+28.8%
VCIT vs EXEL
+400.1%
-371.3%
-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 | -0.3% | +8.4% | -8.7% | -0.4% |
| 30D | -0.8% | +4.1% | -4.8% | -0.8% |
| 3M | -1.0% | +12.4% | -13.4% | -1.1% |
| 6M | -1.8% | +41.5% | -43.4% | -2.2% |
| YTD | -0.7% | +34.6% | -35.3% | -1.0% |
| 1Y | +1.0% | +57.9% | -56.9% | +0.5% |
| 3Y | +18.8% | +159.5% | -140.6% | +17.6% |
| 5Y | +3.5% | +198.5% | -195.0% | +2.2% |
| All | +28.8% | +400.1% | -371.3% | +27.8% |
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