+278.5%
AVGO vs VCIT
+19.0%
+259.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | -0.2% | -4.6% | -4.6% |
| 7D | +18.2% | -1.4% | +19.6% | +19.9% |
| 30D | +0.2% | +0.6% | -0.3% | -0.8% |
| 3M | -16.8% | -2.2% | -14.6% | -14.7% |
| 6M | -16.5% | -2.3% | -14.1% | -14.2% |
| YTD | +0.8% | -2.2% | +3.0% | +3.5% |
| 1Y | +2.8% | -1.4% | +4.2% | +4.9% |
| 3Y | +278.5% | +18.7% | +259.8% | +263.6% |
| All | +278.5% | +19.0% | +259.5% | +263.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling