+177.9%
XOM vs VCIT
+29.0%
+148.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.8% | +0.8% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | +5.7% | -0.8% | +6.4% | +5.8% |
| 3M | +6.6% | -0.5% | +7.1% | +6.6% |
| 6M | +7.7% | -1.4% | +9.1% | +7.9% |
| YTD | +36.2% | -0.8% | +37.0% | +36.2% |
| 1Y | +50.5% | +0.3% | +50.2% | +50.1% |
| 3Y | +53.4% | +19.2% | +34.1% | +46.4% |
| 5Y | +254.2% | +3.6% | +250.6% | +253.0% |
| 10Y | +177.9% | +29.3% | +148.6% | +193.5% |
| All | +177.9% | +29.0% | +148.9% | +193.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling