+358.4%
XLB vs VCIT
+96.6%
+261.7%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.2% | -3.1% | -3.0% |
| 7D | -0.4% | +0.5% | -0.8% | -0.6% |
| 30D | +5.2% | +2.1% | +3.1% | +4.3% |
| 3M | -0.1% | -1.6% | +1.4% | +0.6% |
| 6M | +2.4% | -1.6% | +4.0% | +3.1% |
| YTD | +16.9% | -1.5% | +18.4% | +17.7% |
| 1Y | +25.0% | -0.4% | +25.4% | +25.4% |
| 3Y | +40.7% | +19.6% | +21.1% | +32.7% |
| 5Y | +31.6% | +3.3% | +28.3% | +24.9% |
| 10Y | +175.3% | +28.9% | +146.4% | +177.8% |
| All | +358.4% | +96.6% | +261.7% | +583.7% |
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 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