+363.7%
XLB vs VCIT
+97.4%
+266.4%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.8% | +1.9% |
| 7D | -1.4% | +0.7% | -2.1% | -1.7% |
| 30D | +7.1% | +1.8% | +5.3% | +6.3% |
| 3M | +0.6% | -1.1% | +1.7% | +1.1% |
| 6M | +3.5% | -1.7% | +5.1% | +4.2% |
| YTD | +18.2% | -1.1% | +19.4% | +18.9% |
| 1Y | +25.6% | -0.4% | +26.0% | +25.9% |
| 3Y | +46.7% | +20.5% | +26.2% | +37.9% |
| 5Y | +30.9% | +3.8% | +27.1% | +24.0% |
| 10Y | +167.7% | +31.2% | +136.5% | +171.6% |
| All | +363.7% | +97.4% | +266.4% | +590.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling