+152.2%
XLE vs VCIT
+3.7%
+148.6%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.0% |
| 7D | -10.3% | +0.5% | -10.8% | -10.3% |
| 30D | -3.3% | +2.1% | -5.4% | -3.4% |
| 3M | +8.2% | -1.6% | +9.8% | +8.3% |
| 6M | +5.0% | -1.6% | +6.6% | +5.1% |
| YTD | +40.6% | -1.5% | +42.1% | +40.7% |
| 1Y | +45.0% | -0.4% | +45.4% | +44.8% |
| 3Y | +56.3% | +19.6% | +36.7% | +51.1% |
| 5Y | +152.2% | +3.3% | +149.0% | +110.6% |
| All | +152.2% | +3.7% | +148.6% | +110.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling