+200.5%
B vs VCIT
+29.7%
+170.8%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.1% | +4.2% | +4.1% |
| 7D | +11.3% | +0.7% | +10.6% | +10.1% |
| 30D | +2.9% | +1.8% | +1.1% | -0.1% |
| 3M | -2.9% | -1.6% | -1.3% | -0.1% |
| 6M | -1.2% | -2.1% | +0.9% | +2.8% |
| YTD | -1.3% | -1.6% | +0.2% | +2.0% |
| 1Y | +30.4% | -0.8% | +31.2% | +33.2% |
| 3Y | +195.3% | +19.9% | +175.3% | +123.0% |
| 5Y | +146.2% | +3.3% | +142.9% | +137.1% |
| 10Y | +200.5% | +30.6% | +169.8% | +55.9% |
| All | +200.5% | +29.7% | +170.8% | +55.9% |
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