+96.1%
VCIT vs XHB
+707.7%
-611.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XHB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +0.1% | +1.3% | -1.2% | 0.0% |
| 30D | +1.9% | +7.8% | -5.9% | +1.5% |
| 3M | -1.4% | -5.5% | +4.0% | -1.2% |
| 6M | -2.1% | -2.6% | +0.5% | -2.1% |
| YTD | -1.6% | +0.4% | -2.0% | -1.8% |
| 1Y | -0.9% | -1.0% | +0.1% | -1.0% |
| 3Y | +20.0% | +37.3% | -17.3% | +17.8% |
| 5Y | +3.1% | +33.7% | -30.6% | +0.7% |
| 10Y | +28.7% | +256.9% | -228.2% | +24.1% |
| All | +96.1% | +707.7% | -611.6% | +95.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XHB.
Daily Out/Under-Performance
Portfolio return minus XHB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XHB 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 XHB 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