+223.5%
C vs VCIT
+28.8%
+194.7%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.6% | +0.6% |
| 7D | -2.4% | +0.1% | -2.5% | -2.5% |
| 30D | -6.0% | +1.9% | -7.9% | -7.2% |
| 3M | -10.5% | -1.4% | -9.1% | -9.6% |
| 6M | -5.7% | -2.1% | -3.6% | -4.3% |
| YTD | +4.1% | -1.6% | +5.8% | +5.4% |
| 1Y | +20.5% | -0.9% | +21.4% | +21.4% |
| 3Y | +208.1% | +20.0% | +188.1% | +173.3% |
| 5Y | +110.4% | +3.1% | +107.3% | +100.1% |
| All | +223.5% | +28.8% | +194.7% | +307.3% |
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