+133.6%
XLC vs VCIT
+28.9%
+104.6%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.7% | -0.3% | -0.3% |
| 7D | +3.1% | -1.4% | +4.5% | +4.4% |
| 30D | -4.2% | +0.8% | -5.0% | -4.9% |
| 3M | -2.1% | -1.7% | -0.4% | -0.5% |
| 6M | -6.6% | -2.1% | -4.5% | -4.7% |
| YTD | -7.8% | -2.0% | -5.8% | -6.0% |
| 1Y | -4.1% | -1.5% | -2.6% | -2.7% |
| 3Y | +62.6% | +19.0% | +43.6% | +38.2% |
| 5Y | +39.6% | +3.8% | +35.9% | +32.0% |
| All | +133.6% | +28.9% | +104.6% | +122.0% |
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