+209.1%
ADSK vs VCIT
+29.2%
+179.9%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.2% | -2.4% | -2.4% |
| 7D | -14.5% | -0.2% | -14.3% | -14.3% |
| 30D | -19.3% | -0.5% | -18.8% | -18.7% |
| 3M | -7.8% | -0.9% | -6.9% | -6.6% |
| 6M | -20.8% | -1.9% | -18.8% | -18.6% |
| YTD | -30.2% | -1.0% | -29.2% | -29.3% |
| 1Y | -36.5% | +0.2% | -36.7% | -36.7% |
| 3Y | -5.7% | +19.0% | -24.7% | -26.6% |
| 5Y | -28.2% | +3.1% | -31.2% | -33.4% |
| 10Y | +209.1% | +29.8% | +179.4% | +170.7% |
| All | +209.1% | +29.2% | +179.9% | +170.7% |
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