+4,672.3%
AMAT vs VCIT
+98.3%
+4,574.1%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | 0.0% | +4.3% | +4.3% |
| 7D | -1.5% | -0.3% | -1.2% | -1.2% |
| 30D | -14.8% | -0.8% | -14.0% | -14.3% |
| 3M | -9.3% | -1.0% | -8.3% | -8.4% |
| 6M | +27.4% | -1.8% | +29.2% | +29.5% |
| YTD | +77.6% | -0.7% | +78.3% | +79.1% |
| 1Y | +188.9% | +1.0% | +188.0% | +188.2% |
| 3Y | +202.3% | +18.8% | +183.4% | +169.3% |
| 5Y | +248.9% | +3.5% | +245.4% | +225.9% |
| 10Y | +1,585.2% | +29.2% | +1,556.0% | +1,525.0% |
| All | +4,672.3% | +98.3% | +4,574.1% | +7,536.3% |
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