+216.9%
B vs VCIT
+31.2%
+185.7%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.7% | -2.4% | -2.0% |
| 7D | -6.2% | -1.4% | -4.8% | -3.9% |
| 30D | -6.6% | +0.8% | -7.4% | -7.8% |
| 3M | -7.9% | -1.7% | -6.1% | -4.9% |
| 6M | -16.8% | -2.1% | -14.7% | -13.4% |
| YTD | -11.7% | -2.0% | -9.6% | -7.9% |
| 1Y | +3.5% | -1.5% | +5.0% | +7.0% |
| 3Y | +165.7% | +19.0% | +146.7% | +104.0% |
| 5Y | +108.4% | +3.8% | +104.6% | +99.5% |
| All | +216.9% | +31.2% | +185.7% | +58.0% |
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