+31.6%
XLB vs VCIT
+3.7%
+27.9%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.1% |
| 7D | -0.4% | +0.5% | -0.8% | -0.8% |
| 30D | +5.2% | +2.1% | +3.1% | +3.1% |
| 3M | -0.1% | -1.6% | +1.4% | +1.5% |
| 6M | +2.4% | -1.6% | +4.0% | +4.1% |
| YTD | +16.9% | -1.5% | +18.4% | +18.8% |
| 1Y | +25.0% | -0.4% | +25.4% | +25.7% |
| 3Y | +40.7% | +19.6% | +21.1% | +20.4% |
| 5Y | +31.6% | +3.3% | +28.3% | +13.7% |
| All | +31.6% | +3.7% | +27.9% | +13.7% |
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