+215.1%
XLF vs VCIT
+31.2%
+183.9%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.3% |
| 7D | +1.2% | -1.4% | +2.6% | +2.0% |
| 30D | +6.2% | +0.8% | +5.4% | +5.7% |
| 3M | +0.9% | -1.7% | +2.6% | +1.8% |
| 6M | +13.6% | -2.1% | +15.7% | +15.0% |
| YTD | +7.6% | -2.0% | +9.6% | +8.8% |
| 1Y | +10.2% | -1.5% | +11.6% | +11.1% |
| 3Y | +79.8% | +19.0% | +60.9% | +64.3% |
| 5Y | +58.0% | +3.8% | +54.2% | +50.2% |
| All | +215.1% | +31.2% | +183.9% | +285.5% |
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