+308.0%
XOM vs VCIT
+96.4%
+211.6%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.1% | +0.5% | +0.3% |
| 7D | -11.4% | +0.1% | -11.5% | -11.4% |
| 30D | +1.1% | +1.9% | -0.8% | +1.2% |
| 3M | +7.8% | -1.4% | +9.3% | +7.7% |
| 6M | +13.0% | -2.1% | +15.2% | +13.0% |
| YTD | +40.6% | -1.6% | +42.2% | +40.5% |
| 1Y | +49.1% | -0.9% | +50.0% | +48.9% |
| 3Y | +72.9% | +20.0% | +52.9% | +72.9% |
| 5Y | +204.0% | +3.1% | +200.8% | +200.1% |
| 10Y | +205.7% | +28.7% | +177.0% | +223.5% |
| All | +308.0% | +96.4% | +211.6% | +512.5% |
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 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