+96.3%
VCIT vs EXEL
+913.4%
-817.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.6% | +5.8% | +0.2% |
| 7D | +0.5% | +3.8% | -3.3% | +0.4% |
| 30D | +2.1% | +17.8% | -15.7% | +2.1% |
| 3M | -1.6% | +21.2% | -22.8% | -1.6% |
| 6M | -1.6% | +54.7% | -56.3% | -1.7% |
| YTD | -1.5% | +56.8% | -58.3% | -1.6% |
| 1Y | -0.4% | +70.2% | -70.6% | -0.5% |
| 3Y | +19.6% | +227.2% | -207.6% | +19.4% |
| 5Y | +3.3% | +254.9% | -251.6% | +3.1% |
| 10Y | +28.9% | +476.9% | -448.0% | +29.2% |
| All | +96.3% | +913.4% | -817.1% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling