+726.5%
XLK vs VCIT
+30.9%
+695.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | 0.0% | +3.2% | +3.2% |
| 7D | -1.2% | -0.5% | -0.7% | -0.8% |
| 30D | -11.2% | +1.5% | -12.7% | -12.6% |
| 3M | -6.2% | -1.0% | -5.2% | -5.3% |
| 6M | -1.7% | -1.7% | -0.1% | 0.0% |
| YTD | +21.5% | -1.4% | +22.9% | +23.4% |
| 1Y | +19.6% | -0.9% | +20.6% | +20.9% |
| 3Y | +97.9% | +19.8% | +78.2% | +66.4% |
| 5Y | +118.9% | +4.6% | +114.3% | +105.0% |
| 10Y | +726.5% | +31.5% | +695.0% | +666.6% |
| All | +726.5% | +30.9% | +695.6% | +666.6% |
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