+167.2%
XLE vs VCIT
+28.8%
+138.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | 0.0% |
| 7D | -12.0% | +0.1% | -12.1% | -12.0% |
| 30D | -2.7% | +1.9% | -4.7% | -3.4% |
| 3M | +6.6% | -1.4% | +8.0% | +7.1% |
| 6M | +9.5% | -2.1% | +11.7% | +10.3% |
| YTD | +40.6% | -1.6% | +42.2% | +41.2% |
| 1Y | +43.6% | -0.9% | +44.5% | +43.7% |
| 3Y | +58.1% | +20.0% | +38.1% | +44.9% |
| 5Y | +152.2% | +3.1% | +149.1% | +151.6% |
| All | +167.2% | +28.8% | +138.4% | +192.5% |
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