+91.0%
VCIT vs MXL
+211.5%
-120.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +13.7% | -13.6% | 0.0% |
| 7D | +0.7% | -8.8% | +9.6% | +0.8% |
| 30D | +1.8% | -41.9% | +43.7% | +2.1% |
| 3M | -1.6% | -25.4% | +23.9% | -1.5% |
| 6M | -2.1% | -44.0% | +41.9% | -2.0% |
| YTD | -1.6% | +220.8% | -222.3% | -3.2% |
| 1Y | -0.8% | +278.8% | -279.6% | -2.6% |
| 3Y | +19.9% | +249.4% | -229.5% | +17.3% |
| 5Y | +3.3% | -17.3% | +20.7% | +1.8% |
| 10Y | +30.6% | +156.7% | -126.1% | +27.8% |
| All | +91.0% | +211.5% | -120.5% | +90.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling