+96.3%
VCIT vs XRT
+544.0%
-447.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.1% | +0.3% |
| 7D | +0.5% | +2.3% | -1.9% | +0.4% |
| 30D | +2.1% | +9.8% | -7.7% | +1.8% |
| 3M | -1.6% | -0.2% | -1.4% | -1.6% |
| 6M | -1.6% | +8.4% | -10.0% | -1.8% |
| YTD | -1.5% | +7.5% | -9.0% | -1.8% |
| 1Y | -0.4% | +13.2% | -13.5% | -0.8% |
| 3Y | +19.6% | +52.0% | -32.4% | +18.1% |
| 5Y | +3.3% | -3.2% | +6.4% | +2.0% |
| 10Y | +28.9% | +157.1% | -128.2% | +27.1% |
| All | +96.3% | +544.0% | -447.6% | +104.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XRT.
Daily Out/Under-Performance
Portfolio return minus XRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XRT 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 XRT 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