+164.2%
XLB vs VCIT
+31.0%
+133.1%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | +0.5% | -1.4% | +2.0% | +1.7% |
| 30D | +5.2% | +0.6% | +4.6% | +4.7% |
| 3M | +0.3% | -2.2% | +2.5% | +2.2% |
| 6M | +1.2% | -2.3% | +3.5% | +3.2% |
| YTD | +16.6% | -2.2% | +18.8% | +18.9% |
| 1Y | +21.4% | -1.4% | +22.8% | +23.0% |
| 3Y | +43.2% | +18.7% | +24.5% | +26.9% |
| 5Y | +28.0% | +3.6% | +24.4% | +21.4% |
| All | +164.2% | +31.0% | +133.1% | +165.0% |
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