+27.4%
XLY vs VCIT
+3.3%
+24.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +1.2% |
| YTD | -5.4% | -1.0% | -4.5% | -4.1% |
| 1Y | -3.8% | +0.2% | -4.1% | -3.9% |
| 3Y | +36.6% | +19.0% | +17.6% | +10.7% |
| 5Y | +27.4% | +3.1% | +24.3% | +4.8% |
| All | +27.4% | +3.3% | +24.1% | +4.8% |
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