+44.7%
XLU vs VCIT
+3.7%
+41.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +0.9% | +0.9% |
| 7D | +2.1% | +0.1% | +2.0% | +2.0% |
| 30D | -0.4% | -0.8% | +0.4% | +0.4% |
| 3M | +0.5% | -0.5% | +1.0% | +1.0% |
| 6M | -5.8% | -1.4% | -4.4% | -4.5% |
| YTD | +3.1% | -0.8% | +3.9% | +3.9% |
| 1Y | +8.1% | +0.3% | +7.8% | +7.8% |
| 3Y | +50.5% | +19.2% | +31.3% | +27.6% |
| 5Y | +44.7% | +3.6% | +41.1% | +30.8% |
| All | +44.7% | +3.7% | +41.0% | +30.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling