+33.0%
XLY vs VCIT
+19.1%
+13.9%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.2% | -1.2% | -1.1% |
| 7D | -2.1% | -0.2% | -1.9% | -1.8% |
| 30D | -6.0% | -0.5% | -5.5% | -5.4% |
| 3M | -2.7% | -0.9% | -1.8% | -1.5% |
| 6M | -1.5% | -1.9% | +0.5% | +1.1% |
| YTD | -5.4% | -1.0% | -4.5% | -4.1% |
| 1Y | -3.8% | +0.2% | -4.1% | -3.7% |
| All | +33.0% | +19.1% | +13.9% | +9.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling