+533.2%
XYZ vs VCIT
+39.6%
+493.6%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -1.0% | -0.3% | -0.6% | -0.1% |
| 30D | -1.7% | -0.8% | -0.9% | +0.2% |
| 3M | +16.7% | -1.0% | +17.8% | +20.0% |
| 6M | +26.9% | -1.8% | +28.7% | +33.3% |
| YTD | +27.1% | -0.7% | +27.8% | +30.1% |
| 1Y | +9.3% | +1.0% | +8.3% | +7.7% |
| 3Y | +42.3% | +18.8% | +23.4% | -1.9% |
| 5Y | -69.3% | +3.5% | -72.8% | -72.1% |
| 10Y | +586.8% | +29.2% | +557.6% | +463.0% |
| All | +533.2% | +39.6% | +493.6% | +516.8% |
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