+1,162.1%
AMAT vs VCIT
+28.8%
+1,133.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.1% | +4.3% | +4.4% |
| 7D | -14.7% | +0.1% | -14.8% | -14.9% |
| 30D | -36.1% | +1.9% | -38.0% | -37.9% |
| 3M | -36.9% | -1.4% | -35.4% | -35.7% |
| 6M | -22.2% | -2.1% | -20.1% | -19.8% |
| YTD | +29.9% | -1.6% | +31.6% | +33.3% |
| 1Y | +43.3% | -0.9% | +44.2% | +45.7% |
| 3Y | +142.7% | +20.0% | +122.7% | +89.9% |
| 5Y | +126.2% | +3.1% | +123.1% | +116.0% |
| All | +1,162.1% | +28.8% | +1,133.3% | +1,076.1% |
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