+233.0%
XLI vs VCIT
+28.8%
+204.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | -2.8% | +0.1% | -2.9% | -2.9% |
| 30D | -3.1% | +1.9% | -5.0% | -4.5% |
| 3M | -11.7% | -1.4% | -10.3% | -10.8% |
| 6M | -7.6% | -2.1% | -5.4% | -6.1% |
| YTD | +5.7% | -1.6% | +7.3% | +7.1% |
| 1Y | +7.8% | -0.9% | +8.7% | +8.7% |
| 3Y | +67.4% | +20.0% | +47.4% | +47.9% |
| 5Y | +64.8% | +3.1% | +61.7% | +58.6% |
| All | +233.0% | +28.8% | +204.2% | +234.3% |
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