+146.7%
XEL vs VCIT
+29.0%
+117.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.1% | +1.6% | +1.6% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -1.5% | -0.8% | -0.8% | -0.8% |
| 3M | -0.2% | -0.5% | +0.3% | +0.3% |
| 6M | -5.4% | -1.4% | -4.1% | -4.1% |
| YTD | +5.6% | -0.8% | +6.4% | +6.5% |
| 1Y | +10.5% | +0.3% | +10.1% | +10.1% |
| 3Y | +49.2% | +19.2% | +30.0% | +24.8% |
| 5Y | +30.1% | +3.6% | +26.5% | +26.0% |
| 10Y | +146.7% | +29.3% | +117.4% | +85.2% |
| All | +146.7% | +29.0% | +117.7% | +85.2% |
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