+23.5%
B vs VCIT
+96.2%
-72.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.6% | +7.7% | +7.4% |
| 7D | +1.1% | +0.4% | +0.7% | +0.4% |
| 30D | +0.3% | +2.2% | -1.9% | -3.0% |
| 3M | +5.4% | -1.8% | +7.3% | +8.7% |
| 6M | +5.5% | -1.6% | +7.2% | +8.8% |
| YTD | -6.3% | -1.7% | -4.6% | -3.1% |
| 1Y | +29.4% | -0.8% | +30.2% | +32.0% |
| 3Y | +160.3% | +19.3% | +141.0% | +101.6% |
| 5Y | +144.6% | +3.5% | +141.1% | +134.1% |
| 10Y | +169.3% | +28.6% | +140.7% | +89.3% |
| All | +23.5% | +96.2% | -72.7% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling