+3.3%
VCIT vs MXL
-18.9%
+22.2%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | -1.6% | -25.4% | +23.9% | -1.5% |
| 6M | -2.1% | -44.0% | +41.9% | -1.9% |
| YTD | -1.6% | +220.8% | -222.3% | -4.2% |
| 1Y | -0.8% | +278.8% | -279.6% | -3.8% |
| 3Y | +19.9% | +249.4% | -229.5% | +14.8% |
| 5Y | +3.3% | -17.3% | +20.7% | +1.7% |
| All | +3.3% | -18.9% | +22.2% | +1.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling