+188.2%
B vs VCIT
+29.2%
+159.0%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | -1.6% | -0.3% | -1.2% | -1.0% |
| 30D | +9.4% | -0.8% | +10.2% | +11.0% |
| 3M | +5.0% | -1.0% | +6.0% | +7.1% |
| 6M | -3.5% | -1.8% | -1.7% | +0.1% |
| YTD | +4.5% | -0.7% | +5.2% | +6.4% |
| 1Y | +67.8% | +1.0% | +66.8% | +66.3% |
| 3Y | +196.7% | +18.8% | +177.8% | +126.1% |
| 5Y | +151.9% | +3.5% | +148.5% | +142.5% |
| All | +188.2% | +29.2% | +159.0% | +67.1% |
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