+430.7%
XLU vs VCIT
+95.6%
+335.1%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.5% |
| 7D | +1.2% | -1.4% | +2.6% | +2.3% |
| 30D | +4.6% | +0.8% | +3.8% | +4.0% |
| 3M | +0.7% | -1.7% | +2.4% | +2.0% |
| 6M | -1.7% | -2.1% | +0.4% | -0.1% |
| YTD | +4.8% | -2.0% | +6.8% | +6.4% |
| 1Y | +0.2% | -1.5% | +1.7% | +1.4% |
| 3Y | +58.9% | +19.0% | +39.9% | +40.5% |
| 5Y | +52.8% | +3.8% | +49.0% | +46.1% |
| 10Y | +160.9% | +30.6% | +130.3% | +126.8% |
| All | +430.7% | +95.6% | +335.1% | +443.5% |
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