+77.8%
XLF vs VCIT
+19.7%
+58.1%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +6.3% | +1.9% | +4.4% | +4.9% |
| 3M | -0.8% | -1.4% | +0.7% | +0.2% |
| 6M | +11.0% | -2.1% | +13.2% | +12.7% |
| YTD | +5.6% | -1.6% | +7.3% | +6.8% |
| 1Y | +10.8% | -0.9% | +11.7% | +11.5% |
| 3Y | +77.8% | +20.0% | +57.8% | +59.8% |
| All | +77.8% | +19.7% | +58.1% | +59.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling