+31.2%
VCIT vs EXEL
+445.6%
-414.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.1% | -3.1% | 0.0% |
| 7D | +0.7% | +2.3% | -1.6% | +0.7% |
| 30D | +1.8% | +19.8% | -18.0% | +1.6% |
| 3M | -1.1% | +32.7% | -33.8% | -1.5% |
| 6M | -1.7% | +49.0% | -50.6% | -2.2% |
| YTD | -1.1% | +63.7% | -64.8% | -1.8% |
| 1Y | -0.4% | +75.8% | -76.2% | -1.1% |
| 3Y | +20.5% | +241.3% | -220.8% | +18.7% |
| 5Y | +3.8% | +289.0% | -285.3% | +2.0% |
| 10Y | +31.2% | +377.6% | -346.4% | +29.7% |
| All | +31.2% | +445.6% | -414.3% | +29.7% |
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