+920.3%
XLY vs VCIT
+95.3%
+825.0%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.3% |
| 7D | +2.0% | -1.4% | +3.5% | +2.9% |
| 30D | +7.6% | +0.6% | +7.0% | +7.2% |
| 3M | +1.5% | -2.2% | +3.7% | +2.9% |
| 6M | +1.5% | -2.3% | +3.8% | +3.0% |
| YTD | +1.1% | -2.2% | +3.3% | +2.6% |
| 1Y | +4.3% | -1.4% | +5.6% | +5.3% |
| 3Y | +51.8% | +18.7% | +33.0% | +39.1% |
| 5Y | +22.8% | +3.6% | +19.2% | +15.1% |
| 10Y | +233.4% | +30.4% | +203.0% | +230.7% |
| All | +920.3% | +95.3% | +825.0% | +1,370.2% |
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