+169.1%
XLB vs VCIT
+28.8%
+140.3%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | -1.5% | +0.1% | -1.6% | -1.6% |
| 30D | +6.1% | +1.9% | +4.1% | +4.5% |
| 3M | 0.0% | -1.4% | +1.5% | +1.2% |
| 6M | 0.0% | -2.1% | +2.1% | +1.7% |
| YTD | +16.0% | -1.6% | +17.7% | +17.7% |
| 1Y | +24.7% | -0.9% | +25.6% | +25.8% |
| 3Y | +40.4% | +20.0% | +20.4% | +23.6% |
| 5Y | +30.7% | +3.1% | +27.5% | +24.0% |
| All | +169.1% | +28.8% | +140.3% | +168.2% |
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