+47.4%
XOP vs VCIT
+96.4%
-49.0%
-90.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -14.7% | +0.1% | -14.8% | -14.7% |
| 30D | -7.7% | +1.9% | -9.6% | -7.7% |
| 3M | +4.4% | -1.4% | +5.9% | +4.5% |
| 6M | +3.5% | -2.1% | +5.7% | +3.6% |
| YTD | +39.4% | -1.6% | +41.0% | +39.4% |
| 1Y | +39.8% | -0.9% | +40.7% | +39.7% |
| 3Y | +29.7% | +20.0% | +9.7% | +27.7% |
| 5Y | +78.6% | +3.1% | +75.4% | +73.0% |
| 10Y | +51.8% | +28.7% | +23.1% | +65.8% |
| All | +47.4% | +96.4% | -49.0% | +146.6% |
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