+127.5%
XLC vs VCIT
+29.4%
+98.1%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.6% | +0.5% |
| 7D | +4.9% | +0.1% | +4.8% | +4.8% |
| 30D | -5.8% | +1.9% | -7.7% | -7.5% |
| 3M | -5.4% | -1.4% | -4.0% | -4.1% |
| 6M | -10.2% | -2.1% | -8.0% | -8.3% |
| YTD | -10.2% | -1.6% | -8.5% | -8.7% |
| 1Y | -5.6% | -0.9% | -4.7% | -4.7% |
| 3Y | +61.0% | +20.0% | +41.0% | +35.8% |
| 5Y | +35.2% | +3.1% | +32.1% | +28.4% |
| All | +127.5% | +29.4% | +98.1% | +115.5% |
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 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