Is there any evidence that it's the vitamin D that gives these benefits and not other co-factors like for example healthy people are more likely to be outside a

Is there any evidence that it's the vitamin D that gives these benefits and not other co-factors like for example healthy people are more likely to be outside and therefore have more vitamin D in their blood and so on? As far as I know (which admittedly is very little) the jury is still out on this.