+127.5%
XLP vs VCIT
+29.0%
+98.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.9% |
| 7D | +3.5% | +0.5% | +3.0% | +3.2% |
| 30D | +11.6% | +2.1% | +9.5% | +10.3% |
| 3M | +7.6% | -1.6% | +9.2% | +8.6% |
| 6M | +10.0% | -1.6% | +11.6% | +11.0% |
| YTD | +19.7% | -1.5% | +21.2% | +20.8% |
| 1Y | +23.5% | -0.4% | +23.8% | +23.7% |
| 3Y | +44.0% | +19.6% | +24.4% | +30.6% |
| 5Y | +42.7% | +3.3% | +39.4% | +39.1% |
| All | +127.5% | +29.0% | +98.5% | +111.0% |
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