+265.0%
C vs VCIT
+19.1%
+245.9%
-31.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +3.6% | -0.3% | +4.0% | +4.0% |
| 30D | +0.1% | -0.8% | +0.8% | +0.8% |
| 3M | +2.4% | -1.0% | +3.4% | +3.5% |
| 6M | +24.9% | -1.8% | +26.8% | +27.0% |
| YTD | +19.8% | -0.7% | +20.5% | +20.6% |
| 1Y | +44.9% | +1.0% | +43.9% | +43.8% |
| All | +265.0% | +19.1% | +245.9% | +206.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling