+292.3%
XOM vs VCIT
+98.3%
+194.0%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | +1.8% | -0.3% | +2.1% | +1.7% |
| 30D | +5.9% | -0.8% | +6.6% | +5.8% |
| 3M | +5.6% | -1.0% | +6.6% | +5.5% |
| 6M | +7.9% | -1.8% | +9.7% | +7.8% |
| YTD | +35.2% | -0.7% | +35.9% | +35.1% |
| 1Y | +46.0% | +1.0% | +45.0% | +45.9% |
| 3Y | +55.0% | +18.8% | +36.2% | +55.0% |
| 5Y | +246.3% | +3.5% | +242.8% | +242.0% |
| 10Y | +181.0% | +29.2% | +151.8% | +196.5% |
| All | +292.3% | +98.3% | +194.0% | +489.1% |
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