+251.3%
XLF vs VCIT
+29.1%
+222.2%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | +0.2% | -0.8% | +0.9% | +0.6% |
| 3M | +11.7% | -1.0% | +12.7% | +12.3% |
| 6M | +13.8% | -1.8% | +15.6% | +14.9% |
| YTD | +7.0% | -0.7% | +7.7% | +7.4% |
| 1Y | +9.1% | +1.0% | +8.2% | +8.6% |
| 3Y | +75.6% | +18.8% | +56.8% | +61.1% |
| 5Y | +66.4% | +3.5% | +63.0% | +57.8% |
| All | +251.3% | +29.1% | +222.2% | +316.4% |
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