+163.9%
XLE vs VCIT
+30.2%
+133.7%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.5% | +0.5% |
| 7D | -7.9% | +0.7% | -8.6% | -8.1% |
| 30D | -4.8% | +1.8% | -6.6% | -5.4% |
| 3M | +8.4% | -1.1% | +9.5% | +8.8% |
| 6M | +12.7% | -1.7% | +14.3% | +13.3% |
| YTD | +41.3% | -1.1% | +42.4% | +41.6% |
| 1Y | +42.3% | -0.4% | +42.7% | +42.2% |
| 3Y | +65.1% | +20.5% | +44.6% | +50.9% |
| 5Y | +150.2% | +3.8% | +146.4% | +149.2% |
| 10Y | +163.9% | +31.2% | +132.7% | +190.0% |
| All | +163.9% | +30.2% | +133.7% | +190.0% |
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