+4,183.2%
DELL vs VCIT
+28.6%
+4,154.6%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +14.9% | -0.3% | +15.2% | +15.3% |
| 30D | +13.3% | -0.8% | +14.0% | +14.1% |
| 3M | +24.4% | -1.0% | +25.4% | +25.6% |
| 6M | +258.0% | -1.8% | +259.8% | +264.3% |
| YTD | +320.2% | -0.7% | +320.9% | +323.7% |
| 1Y | +319.1% | +1.0% | +318.1% | +317.3% |
| 3Y | +706.5% | +18.8% | +687.7% | +602.9% |
| 5Y | +1,071.9% | +3.5% | +1,068.4% | +1,043.3% |
| All | +4,183.2% | +28.6% | +4,154.6% | +3,704.0% |
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