+2,513.8%
DELL vs VCIT
+29.6%
+2,484.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.1% | +3.8% | +3.8% |
| 7D | -22.6% | +0.1% | -22.7% | -22.7% |
| 30D | -43.2% | +1.9% | -45.1% | -44.2% |
| 3M | -24.8% | -1.4% | -23.4% | -23.9% |
| 6M | +38.0% | -2.1% | +40.1% | +40.8% |
| YTD | +163.7% | -1.6% | +165.4% | +168.0% |
| 1Y | +122.5% | -0.9% | +123.5% | +124.9% |
| 3Y | +377.0% | +20.0% | +357.0% | +311.4% |
| 5Y | +542.6% | +3.1% | +539.4% | +528.6% |
| All | +2,513.8% | +29.6% | +2,484.2% | +2,355.0% |
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