+69.4%
VCIT vs XYL
+408.9%
-339.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.1% |
| 7D | +0.1% | +5.9% | -5.8% | -0.1% |
| 30D | +1.9% | -3.9% | +5.8% | +2.0% |
| 3M | -1.4% | -18.7% | +17.2% | -0.9% |
| 6M | -2.1% | -16.9% | +14.7% | -1.7% |
| YTD | -1.6% | -27.4% | +25.7% | -0.8% |
| 1Y | -0.9% | -34.0% | +33.1% | +0.2% |
| 3Y | +20.0% | +5.6% | +14.4% | +19.5% |
| 5Y | +3.1% | -20.6% | +23.7% | +2.9% |
| 10Y | +28.7% | +133.4% | -104.7% | +28.4% |
| All | +69.4% | +408.9% | -339.4% | +69.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling