+722.7%
XLV vs VCIT
+95.3%
+627.4%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | +2.2% | -1.4% | +3.6% | +2.7% |
| 30D | +8.6% | +0.6% | +8.0% | +8.4% |
| 3M | +12.6% | -2.2% | +14.8% | +13.4% |
| 6M | +29.8% | -2.3% | +32.1% | +30.8% |
| YTD | +23.5% | -2.2% | +25.7% | +24.4% |
| 1Y | +25.7% | -1.4% | +27.1% | +26.3% |
| 3Y | +56.3% | +18.7% | +37.6% | +49.9% |
| 5Y | +53.1% | +3.6% | +49.5% | +47.7% |
| 10Y | +216.7% | +30.4% | +186.3% | +222.5% |
| All | +722.7% | +95.3% | +627.4% | +982.7% |
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