+169.9%
XLV vs VCIT
+28.8%
+141.1%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.1% |
| 7D | -4.4% | -1.0% | -3.3% | -3.8% |
| 30D | -1.4% | -1.3% | -0.1% | -0.6% |
| 3M | +8.9% | -1.6% | +10.4% | +9.9% |
| 6M | +9.1% | -2.3% | +11.4% | +10.6% |
| YTD | +7.9% | -1.7% | +9.7% | +9.1% |
| 1Y | +22.7% | -0.7% | +23.5% | +23.4% |
| 3Y | +31.9% | +18.1% | +13.8% | +20.8% |
| 5Y | +34.9% | +2.4% | +32.5% | +30.5% |
| All | +169.9% | +28.8% | +141.1% | +161.5% |
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 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