+20.0%
VCIT vs EXEL
+231.1%
-211.2%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.3% | -1.4% | -0.2% |
| 7D | +0.1% | +0.3% | -0.2% | +0.1% |
| 30D | +1.9% | +19.0% | -17.1% | +1.5% |
| 3M | -1.4% | +33.3% | -34.7% | -2.1% |
| 6M | -2.1% | +42.9% | -45.0% | -3.0% |
| YTD | -1.6% | +58.7% | -60.4% | -2.7% |
| 1Y | -0.9% | +70.5% | -71.4% | -2.1% |
| 3Y | +20.0% | +233.8% | -213.9% | +16.7% |
| All | +20.0% | +231.1% | -211.2% | +16.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling