+327.9%
AKAM vs VCIT
+98.3%
+229.6%
-65.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | 0.0% | -1.2% | -1.2% |
| 7D | -2.1% | -0.3% | -1.7% | -1.9% |
| 30D | -13.9% | -0.8% | -13.2% | -13.7% |
| 3M | -33.8% | -1.0% | -32.8% | -33.5% |
| 6M | +2.2% | -1.8% | +4.0% | +3.0% |
| YTD | +20.6% | -0.7% | +21.3% | +21.1% |
| 1Y | +36.3% | +1.0% | +35.3% | +36.1% |
| 3Y | -0.1% | +18.8% | -19.0% | -4.8% |
| 5Y | -7.5% | +3.5% | -11.0% | -13.6% |
| 10Y | +90.2% | +29.2% | +60.9% | +90.7% |
| All | +327.9% | +98.3% | +229.6% | +440.9% |
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