+540.9%
XLF vs VCIT
+96.4%
+444.5%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.6% |
| 7D | +1.2% | +0.1% | +1.0% | +1.1% |
| 30D | +6.3% | +1.9% | +4.4% | +6.0% |
| 3M | -0.8% | -1.4% | +0.7% | -0.5% |
| 6M | +11.0% | -2.1% | +13.2% | +11.4% |
| YTD | +5.6% | -1.6% | +7.3% | +5.9% |
| 1Y | +10.8% | -0.9% | +11.7% | +11.0% |
| 3Y | +77.8% | +20.0% | +57.8% | +74.1% |
| 5Y | +55.6% | +3.1% | +52.5% | +48.2% |
| 10Y | +252.5% | +28.7% | +223.7% | +279.4% |
| All | +540.9% | +96.4% | +444.5% | +948.9% |
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