+24.1%
B vs VCIT
+96.6%
-72.5%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.2% |
| 7D | +4.3% | +0.5% | +3.9% | +3.6% |
| 30D | -0.9% | +2.1% | -3.0% | -4.1% |
| 3M | -1.4% | -1.6% | +0.2% | +1.3% |
| 6M | +5.0% | -1.6% | +6.6% | +8.2% |
| YTD | -5.8% | -1.5% | -4.3% | -2.9% |
| 1Y | +25.6% | -0.4% | +26.0% | +27.3% |
| 3Y | +161.6% | +19.6% | +142.0% | +102.0% |
| 5Y | +135.2% | +3.3% | +131.9% | +125.9% |
| 10Y | +170.7% | +28.9% | +141.9% | +89.6% |
| All | +24.1% | +96.6% | -72.5% | -18.5% |
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