+3,250.6%
AMAT vs VCIT
+96.6%
+3,154.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | +0.2% | -13.8% | -13.7% |
| 7D | -24.3% | +0.5% | -24.7% | -24.6% |
| 30D | -39.8% | +2.1% | -41.9% | -40.8% |
| 3M | -40.2% | -1.6% | -38.6% | -39.5% |
| 6M | -22.1% | -1.6% | -20.5% | -21.1% |
| YTD | +24.7% | -1.5% | +26.2% | +26.4% |
| 1Y | +33.3% | -0.4% | +33.6% | +34.1% |
| 3Y | +133.9% | +19.6% | +114.3% | +107.5% |
| 5Y | +117.1% | +3.3% | +113.8% | +103.3% |
| 10Y | +1,158.7% | +28.9% | +1,129.8% | +1,125.5% |
| All | +3,250.6% | +96.6% | +3,154.0% | +5,289.3% |
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