+37.7%
B vs VCIT
+98.3%
-60.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +10.9% |
| 3M | +5.0% | -1.0% | +6.0% | +6.9% |
| 6M | -3.5% | -1.8% | -1.7% | -0.1% |
| YTD | +4.5% | -0.7% | +5.2% | +6.3% |
| 1Y | +67.8% | +1.0% | +66.8% | +66.4% |
| 3Y | +196.7% | +18.8% | +177.8% | +130.8% |
| 5Y | +151.9% | +3.5% | +148.5% | +141.1% |
| 10Y | +202.2% | +29.2% | +172.9% | +110.6% |
| All | +37.7% | +98.3% | -60.6% | -10.8% |
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