+31.2%
VCIT vs MXL
+171.0%
-139.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.7% | -13.6% | -0.1% |
| 7D | +0.7% | -8.8% | +9.6% | +0.8% |
| 30D | +1.8% | -41.9% | +43.7% | +2.4% |
| 3M | -1.1% | -25.4% | +24.3% | -1.0% |
| 6M | -1.7% | -44.0% | +42.3% | -1.5% |
| YTD | -1.1% | +220.8% | -221.9% | -4.2% |
| 1Y | -0.4% | +278.8% | -279.2% | -3.7% |
| 3Y | +20.5% | +249.4% | -229.0% | +15.1% |
| 5Y | +3.8% | -17.3% | +21.1% | +1.6% |
| 10Y | +31.2% | +156.7% | -125.5% | +22.9% |
| All | +31.2% | +171.0% | -139.8% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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