+234.4%
XLF vs VCIT
+29.7%
+204.8%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.4% |
| 7D | +0.7% | +0.7% | 0.0% | +0.4% |
| 30D | +6.0% | +1.8% | +4.2% | +4.9% |
| 3M | +1.0% | -1.6% | +2.6% | +1.9% |
| 6M | +14.0% | -2.1% | +16.1% | +15.3% |
| YTD | +7.2% | -1.6% | +8.7% | +8.1% |
| 1Y | +11.6% | -0.8% | +12.4% | +12.1% |
| 3Y | +81.2% | +19.9% | +61.2% | +65.1% |
| 5Y | +57.9% | +3.3% | +54.6% | +50.2% |
| 10Y | +234.4% | +30.6% | +203.8% | +304.6% |
| All | +234.4% | +29.7% | +204.8% | +304.6% |
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 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