+696.7%
XLI vs VCIT
+96.4%
+600.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -3.8% |
| 3M | -11.7% | -1.4% | -10.3% | -11.3% |
| 6M | -7.6% | -2.1% | -5.4% | -6.8% |
| YTD | +5.7% | -1.6% | +7.3% | +6.4% |
| 1Y | +7.8% | -0.9% | +8.7% | +8.3% |
| 3Y | +67.4% | +20.0% | +47.4% | +58.8% |
| 5Y | +64.8% | +3.1% | +61.7% | +57.7% |
| 10Y | +241.2% | +28.7% | +212.5% | +248.2% |
| All | +696.7% | +96.4% | +600.3% | +1,105.8% |
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 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