+599.5%
XYZ vs VCIT
+28.8%
+570.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +2.0% |
| 7D | +12.1% | +0.1% | +12.0% | +12.0% |
| 30D | +12.4% | +1.9% | +10.5% | +7.5% |
| 3M | +8.2% | -1.4% | +9.6% | +12.4% |
| 6M | +20.7% | -2.1% | +22.8% | +28.1% |
| YTD | +31.3% | -1.6% | +33.0% | +37.8% |
| 1Y | +20.5% | -0.9% | +21.4% | +24.4% |
| 3Y | +72.6% | +20.0% | +52.6% | +13.7% |
| 5Y | -64.0% | +3.1% | -67.1% | -66.6% |
| All | +599.5% | +28.8% | +570.7% | +468.7% |
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