+20.0%
VCIT vs XYL
+5.2%
+14.7%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | 0.0% |
| 7D | +0.1% | +5.9% | -5.8% | -0.2% |
| 30D | +1.9% | -3.9% | +5.8% | +2.0% |
| 3M | -1.4% | -18.7% | +17.2% | -0.4% |
| 6M | -2.1% | -16.9% | +14.7% | -1.3% |
| YTD | -1.6% | -27.4% | +25.7% | -0.1% |
| 1Y | -0.9% | -34.0% | +33.1% | +1.2% |
| 3Y | +20.0% | +5.6% | +14.4% | +13.5% |
| All | +20.0% | +5.2% | +14.7% | +13.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XYL.
Daily Out/Under-Performance
Portfolio return minus XYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XYL 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 3y: compounded portfolio wealth divided by compounded XYL 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…
3y analysis · Full analysis span regression · 6 months rolling