+30.6%
VCIT vs XME
+294.4%
-263.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.5% | -5.4% | -0.1% |
| 7D | +0.7% | +0.9% | -0.2% | +0.7% |
| 30D | +1.8% | -7.3% | +9.1% | +2.1% |
| 3M | -1.6% | -14.8% | +13.2% | -1.0% |
| 6M | -2.1% | -18.4% | +16.3% | -1.5% |
| YTD | -1.6% | -4.7% | +3.1% | -1.6% |
| 1Y | -0.8% | +5.7% | -6.5% | -1.3% |
| 3Y | +19.9% | +104.0% | -84.0% | +15.9% |
| 5Y | +3.3% | +122.4% | -119.1% | -0.7% |
| 10Y | +30.6% | +285.4% | -254.7% | +19.8% |
| All | +30.6% | +294.4% | -263.7% | +19.8% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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