+204.0%
XOM vs VCIT
+31.2%
+172.7%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.7% | +2.5% | +1.9% |
| 7D | +2.7% | -1.4% | +4.1% | +2.9% |
| 30D | -2.5% | +0.8% | -3.3% | -2.6% |
| 3M | +7.0% | -1.7% | +8.7% | +7.2% |
| 6M | +14.2% | -2.1% | +16.3% | +14.5% |
| YTD | +43.9% | -2.0% | +45.9% | +44.2% |
| 1Y | +47.9% | -1.5% | +49.4% | +48.0% |
| 3Y | +80.6% | +19.0% | +61.6% | +72.2% |
| 5Y | +212.8% | +3.8% | +209.0% | +210.4% |
| All | +204.0% | +31.2% | +172.7% | +224.0% |
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