+436.3%
XLP vs VCIT
+96.2%
+340.1%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.6% | +2.8% | +3.1% |
| 7D | +5.9% | +0.4% | +5.4% | +5.7% |
| 30D | +13.5% | +2.2% | +11.3% | +12.6% |
| 3M | +8.4% | -1.8% | +10.2% | +9.1% |
| 6M | +11.5% | -1.6% | +13.2% | +12.2% |
| YTD | +20.6% | -1.7% | +22.4% | +21.4% |
| 1Y | +24.3% | -0.8% | +25.2% | +24.7% |
| 3Y | +45.1% | +19.3% | +25.8% | +37.0% |
| 5Y | +44.6% | +3.5% | +41.1% | +40.4% |
| 10Y | +133.1% | +28.6% | +104.5% | +125.5% |
| All | +436.3% | +96.2% | +340.1% | +529.6% |
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 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