+52.3%
XLV vs VCIT
+3.6%
+48.7%
-17.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.1% |
| 7D | +1.6% | -1.4% | +3.0% | +2.6% |
| 30D | +10.7% | +0.8% | +9.9% | +10.1% |
| 3M | +11.9% | -1.7% | +13.7% | +13.4% |
| 6M | +29.8% | -2.1% | +31.9% | +31.9% |
| YTD | +22.8% | -2.0% | +24.9% | +24.8% |
| 1Y | +25.0% | -1.5% | +26.4% | +26.4% |
| 3Y | +56.4% | +19.0% | +37.4% | +39.8% |
| 5Y | +52.3% | +3.8% | +48.5% | +45.1% |
| All | +52.3% | +3.6% | +48.7% | +45.1% |
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