+875.0%
XLY vs VCIT
+98.3%
+776.7%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | -2.0% | -0.3% | -1.6% | -1.8% |
| 30D | -3.1% | -0.8% | -2.4% | -2.7% |
| 3M | -1.8% | -1.0% | -0.8% | -1.2% |
| 6M | -0.9% | -1.8% | +1.0% | +0.3% |
| YTD | -3.4% | -0.7% | -2.7% | -2.9% |
| 1Y | -1.5% | +1.0% | -2.5% | -1.9% |
| 3Y | +38.8% | +18.8% | +20.0% | +26.9% |
| 5Y | +30.5% | +3.5% | +27.0% | +21.5% |
| 10Y | +215.3% | +29.2% | +186.1% | +205.8% |
| All | +875.0% | +98.3% | +776.7% | +1,291.8% |
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 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