+644.1%
XLV vs VCIT
+98.3%
+545.8%
-28.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | +0.2% | -0.3% | +0.5% | +0.3% |
| 30D | +4.4% | -0.8% | +5.2% | +4.7% |
| 3M | +13.2% | -1.0% | +14.2% | +13.6% |
| 6M | +10.1% | -1.8% | +11.9% | +10.8% |
| YTD | +11.7% | -0.7% | +12.4% | +12.0% |
| 1Y | +26.9% | +1.0% | +26.0% | +26.6% |
| 3Y | +35.0% | +18.8% | +16.1% | +29.2% |
| 5Y | +35.9% | +3.5% | +32.4% | +30.6% |
| 10Y | +179.0% | +29.2% | +149.8% | +180.1% |
| All | +644.1% | +98.3% | +545.8% | +874.3% |
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