+71.0%
VCIT vs XYL
+449.8%
-378.7%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.0% | +2.0% | +0.1% |
| 7D | -0.3% | -5.0% | +4.7% | -0.2% |
| 30D | -0.8% | -13.2% | +12.5% | -0.3% |
| 3M | -1.0% | -3.7% | +2.7% | -0.9% |
| 6M | -1.8% | -17.7% | +15.8% | -1.3% |
| YTD | -0.7% | -21.5% | +20.8% | 0.0% |
| 1Y | +1.0% | -24.5% | +25.5% | +1.8% |
| 3Y | +18.8% | +6.9% | +11.9% | +18.4% |
| 5Y | +3.5% | -18.1% | +21.5% | +3.1% |
| 10Y | +29.2% | +134.7% | -105.5% | +28.6% |
| All | +71.0% | +449.8% | -378.7% | +70.9% |
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