+133.1%
XLC vs VCIT
+30.1%
+103.0%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.4% |
| 7D | +7.1% | +0.7% | +6.3% | +6.4% |
| 30D | -2.7% | +1.8% | -4.5% | -4.4% |
| 3M | -3.2% | -1.1% | -2.1% | -2.2% |
| 6M | -7.7% | -1.7% | -6.0% | -6.2% |
| YTD | -8.0% | -1.1% | -6.8% | -6.9% |
| 1Y | -3.1% | -0.4% | -2.7% | -2.6% |
| 3Y | +64.9% | +20.5% | +44.4% | +38.5% |
| 5Y | +39.5% | +3.8% | +35.8% | +31.7% |
| All | +133.1% | +30.1% | +103.0% | +119.8% |
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