+319.3%
CSCO vs VCIT
+30.9%
+288.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.2% |
| 7D | -4.7% | +0.1% | -4.8% | -4.7% |
| 30D | -17.1% | +1.6% | -18.7% | -17.7% |
| 3M | -19.6% | -0.9% | -18.7% | -19.3% |
| 6M | +2.4% | -1.9% | +4.3% | +3.3% |
| YTD | +29.8% | -1.4% | +31.1% | +30.5% |
| 1Y | +38.7% | -0.6% | +39.2% | +38.9% |
| 3Y | +101.3% | +19.8% | +81.6% | +85.0% |
| 5Y | +94.8% | +4.2% | +90.6% | +86.1% |
| All | +319.3% | +30.9% | +288.4% | +321.3% |
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