-0.3%
VCIT vs VSXY
+217.9%
-218.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.1% | -5.0% | 0.0% |
| 7D | +0.7% | +15.2% | -14.5% | +0.6% |
| 30D | +1.8% | +37.0% | -35.2% | +1.5% |
| 3M | -1.1% | +15.2% | -16.3% | -1.3% |
| 6M | -1.7% | +136.3% | -138.0% | -2.7% |
| YTD | -1.1% | +109.6% | -110.7% | -2.2% |
| All | -0.3% | +217.9% | -218.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 1y: compounded portfolio wealth divided by compounded VSXY 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…
1y analysis · Full analysis span regression · 6 months rolling