+756.1%
XLI vs VCIT
+98.3%
+657.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -1.1% | -0.3% | -0.7% | -0.9% |
| 30D | -5.9% | -0.8% | -5.2% | -5.7% |
| 3M | -0.3% | -1.0% | +0.7% | +0.1% |
| 6M | +0.1% | -1.8% | +2.0% | +0.8% |
| YTD | +13.6% | -0.7% | +14.3% | +13.9% |
| 1Y | +17.2% | +1.0% | +16.2% | +16.9% |
| 3Y | +68.2% | +18.8% | +49.4% | +59.8% |
| 5Y | +80.7% | +3.5% | +77.2% | +72.4% |
| 10Y | +253.3% | +29.2% | +224.0% | +258.1% |
| All | +756.1% | +98.3% | +657.8% | +1,191.3% |
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 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