+96.1%
VCIT vs XME
+132.0%
-35.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.4% | -3.5% | -0.2% |
| 7D | +0.1% | -4.5% | +4.6% | +0.2% |
| 30D | +1.9% | -10.9% | +12.8% | +2.1% |
| 3M | -1.4% | -15.3% | +13.8% | -1.1% |
| 6M | -2.1% | -24.6% | +22.5% | -1.7% |
| YTD | -1.6% | -9.6% | +8.0% | -1.5% |
| 1Y | -0.9% | +2.9% | -3.8% | -1.1% |
| 3Y | +20.0% | +86.9% | -66.9% | +18.3% |
| 5Y | +3.1% | +115.2% | -112.0% | +1.5% |
| 10Y | +28.7% | +305.7% | -277.0% | +25.3% |
| All | +96.1% | +132.0% | -35.9% | +90.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling