+1,111.0%
AMAT vs VCIT
+29.0%
+1,082.1%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.9% |
| 7D | -24.3% | +0.5% | -24.7% | -24.8% |
| 30D | -39.8% | +2.1% | -41.9% | -41.6% |
| 3M | -40.2% | -1.6% | -38.6% | -39.0% |
| 6M | -22.1% | -1.6% | -20.5% | -20.3% |
| YTD | +24.7% | -1.5% | +26.2% | +27.7% |
| 1Y | +33.3% | -0.4% | +33.6% | +34.6% |
| 3Y | +133.9% | +19.6% | +114.3% | +83.9% |
| 5Y | +117.1% | +3.3% | +113.8% | +106.9% |
| All | +1,111.0% | +29.0% | +1,082.1% | +1,026.7% |
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