+185.1%
B vs VCIT
+29.0%
+156.1%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.1% |
| 7D | +4.3% | +0.5% | +3.9% | +3.6% |
| 30D | -0.9% | +2.1% | -3.0% | -4.3% |
| 3M | -1.4% | -1.6% | +0.2% | +1.5% |
| 6M | +5.0% | -1.6% | +6.6% | +8.4% |
| YTD | -5.8% | -1.5% | -4.3% | -2.7% |
| 1Y | +25.6% | -0.4% | +26.0% | +27.4% |
| 3Y | +161.6% | +19.6% | +142.0% | +98.6% |
| 5Y | +135.2% | +3.3% | +131.9% | +126.6% |
| All | +185.1% | +29.0% | +156.1% | +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