+98.0%
VCIT vs EXEL
+770.4%
-672.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.0% |
| 6M | -1.8% | +41.5% | -43.4% | -1.9% |
| YTD | -0.7% | +34.6% | -35.3% | -0.7% |
| 1Y | +1.0% | +57.9% | -56.9% | +0.9% |
| 3Y | +18.8% | +159.5% | -140.6% | +18.7% |
| 5Y | +3.5% | +198.5% | -195.0% | +3.4% |
| 10Y | +29.2% | +411.4% | -382.1% | +29.6% |
| All | +98.0% | +770.4% | -672.4% | +101.7% |
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 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