+1,191.2%
AAPL vs VCIT
+28.6%
+1,162.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | 0.0% | -2.5% | -2.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.4% |
| 30D | +3.0% | -0.8% | +3.7% | +3.8% |
| 3M | +2.9% | -1.0% | +3.9% | +3.9% |
| 6M | +22.1% | -1.8% | +23.9% | +24.4% |
| YTD | +18.0% | -0.7% | +18.7% | +18.9% |
| 1Y | +33.9% | +1.0% | +33.0% | +32.7% |
| 3Y | +71.2% | +18.8% | +52.3% | +45.1% |
| 5Y | +112.6% | +3.5% | +109.1% | +101.1% |
| All | +1,191.2% | +28.6% | +1,162.6% | +1,101.0% |
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