+285.4%
XLE vs VCIT
+98.3%
+187.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +2.2% | -0.3% | +2.5% | +2.2% |
| 30D | +11.8% | -0.8% | +12.5% | +11.8% |
| 3M | +9.8% | -1.0% | +10.8% | +9.9% |
| 6M | +15.6% | -1.8% | +17.4% | +15.8% |
| YTD | +45.3% | -0.7% | +46.0% | +45.3% |
| 1Y | +48.3% | +1.0% | +47.3% | +48.0% |
| 3Y | +55.4% | +18.8% | +36.6% | +52.0% |
| 5Y | +216.1% | +3.5% | +212.6% | +210.6% |
| 10Y | +178.4% | +29.2% | +149.2% | +194.0% |
| All | +285.4% | +98.3% | +187.1% | +508.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling