+719.7%
XLK vs VCIT
+31.0%
+688.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.2% | -1.8% | -1.8% |
| 7D | +3.4% | -1.4% | +4.8% | +4.8% |
| 30D | -10.6% | +0.6% | -11.2% | -11.2% |
| 3M | -10.6% | -2.2% | -8.4% | -8.7% |
| 6M | -3.5% | -2.3% | -1.2% | -1.2% |
| YTD | +18.7% | -2.2% | +20.9% | +21.5% |
| 1Y | +19.4% | -1.4% | +20.8% | +21.3% |
| 3Y | +94.5% | +18.7% | +75.7% | +64.9% |
| 5Y | +111.2% | +3.6% | +107.6% | +99.6% |
| All | +719.7% | +31.0% | +688.6% | +665.6% |
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