+79.6%
XOM vs VCIT
+19.0%
+60.5%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.6% | +0.4% |
| 7D | +2.8% | -1.4% | +4.3% | +2.2% |
| 30D | -3.6% | +0.6% | -4.2% | -3.4% |
| 3M | +8.2% | -2.2% | +10.5% | +7.5% |
| 6M | +14.0% | -2.3% | +16.4% | +13.3% |
| YTD | +44.6% | -2.2% | +46.8% | +43.6% |
| 1Y | +47.8% | -1.4% | +49.1% | +46.4% |
| 3Y | +79.6% | +18.7% | +60.8% | +77.0% |
| All | +79.6% | +19.0% | +60.5% | +77.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling