+175.3%
XEL vs VCIT
+29.7%
+145.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | +1.1% | +0.7% | +0.3% | +0.3% |
| 30D | +8.7% | +1.8% | +6.9% | +6.8% |
| 3M | +3.5% | -1.6% | +5.1% | +5.2% |
| 6M | +2.6% | -2.1% | +4.7% | +4.8% |
| YTD | +11.1% | -1.6% | +12.6% | +12.9% |
| 1Y | +2.2% | -0.8% | +3.0% | +3.0% |
| 3Y | +51.1% | +19.9% | +31.2% | +26.2% |
| 5Y | +48.0% | +3.3% | +44.7% | +43.4% |
| 10Y | +175.3% | +30.6% | +144.7% | +104.3% |
| All | +175.3% | +29.7% | +145.7% | +104.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VCIT.
Daily Out/Under-Performance
Portfolio return minus VCIT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCIT 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 10y: compounded portfolio wealth divided by compounded VCIT 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…
10y analysis · Full analysis span regression · 6 months rolling