+30.9%
XLB vs VCIT
+3.2%
+27.7%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.8% |
| 7D | -1.4% | +0.7% | -2.1% | -2.1% |
| 30D | +7.1% | +1.8% | +5.3% | +5.2% |
| 3M | +0.6% | -1.6% | +2.2% | +2.2% |
| 6M | +3.5% | -2.1% | +5.6% | +5.7% |
| YTD | +18.2% | -1.6% | +19.8% | +20.2% |
| 1Y | +25.6% | -0.8% | +26.4% | +26.8% |
| 3Y | +46.7% | +19.9% | +26.7% | +25.1% |
| 5Y | +30.9% | +3.3% | +27.6% | +13.6% |
| All | +30.9% | +3.2% | +27.7% | +13.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling