+284.4%
XLE vs VCIT
+96.2%
+188.2%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.6% | -5.3% | -4.8% |
| 7D | -7.2% | +0.4% | -7.6% | -7.2% |
| 30D | +0.1% | +2.2% | -2.1% | 0.0% |
| 3M | +9.2% | -1.8% | +11.0% | +9.3% |
| 6M | +8.4% | -1.6% | +10.0% | +8.5% |
| YTD | +44.9% | -1.7% | +46.6% | +45.0% |
| 1Y | +49.9% | -0.8% | +50.7% | +49.8% |
| 3Y | +61.1% | +19.3% | +41.8% | +57.4% |
| 5Y | +163.4% | +3.5% | +159.8% | +158.8% |
| 10Y | +181.4% | +28.6% | +152.8% | +198.5% |
| All | +284.4% | +96.2% | +188.2% | +507.6% |
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