+3,777.0%
AMAT vs VCIT
+96.2%
+3,680.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.6% | -3.9% | -3.7% |
| 7D | -11.2% | +0.4% | -11.6% | -11.5% |
| 30D | -31.9% | +2.2% | -34.1% | -33.1% |
| 3M | -32.3% | -1.8% | -30.5% | -31.4% |
| 6M | -5.4% | -1.6% | -3.8% | -4.1% |
| YTD | +44.3% | -1.7% | +46.0% | +46.6% |
| 1Y | +61.4% | -0.8% | +62.2% | +63.0% |
| 3Y | +170.6% | +19.3% | +151.3% | +140.5% |
| 5Y | +156.4% | +3.5% | +152.9% | +140.3% |
| 10Y | +1,356.4% | +28.6% | +1,327.8% | +1,320.8% |
| All | +3,777.0% | +96.2% | +3,680.8% | +6,147.9% |
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