+162.4%
XLU vs VCIT
+31.0%
+131.4%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.7% |
| 7D | +2.1% | -1.4% | +3.5% | +3.5% |
| 30D | +5.6% | +0.6% | +5.0% | +5.0% |
| 3M | +0.7% | -2.2% | +3.0% | +2.9% |
| 6M | -0.1% | -2.3% | +2.3% | +2.2% |
| YTD | +5.3% | -2.2% | +7.5% | +7.6% |
| 1Y | +2.2% | -1.4% | +3.5% | +3.5% |
| 3Y | +61.6% | +18.7% | +42.9% | +38.1% |
| 5Y | +53.6% | +3.6% | +50.0% | +46.7% |
| All | +162.4% | +31.0% | +131.4% | +100.0% |
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