+390.1%
XLP vs VCIT
+98.3%
+291.8%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | -0.3% | -0.7% | -0.9% |
| 30D | -0.9% | -0.8% | -0.1% | -0.6% |
| 3M | +3.8% | -1.0% | +4.8% | +4.2% |
| 6M | -1.7% | -1.8% | +0.1% | -1.1% |
| YTD | +10.3% | -0.7% | +11.0% | +10.5% |
| 1Y | +7.8% | +1.0% | +6.8% | +7.4% |
| 3Y | +27.2% | +18.8% | +8.4% | +20.2% |
| 5Y | +32.5% | +3.5% | +29.0% | +28.5% |
| 10Y | +101.8% | +29.2% | +72.6% | +94.3% |
| All | +390.1% | +98.3% | +291.8% | +473.2% |
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