+186.9%
DLR vs VCIT
+31.1%
+155.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +2.4% | +0.7% | +1.6% | +1.5% |
| 30D | +0.7% | +1.8% | -1.0% | -1.3% |
| 3M | -6.4% | -1.1% | -5.3% | -5.2% |
| 6M | -6.5% | -1.7% | -4.9% | -4.7% |
| YTD | +18.8% | -1.1% | +19.9% | +20.6% |
| 1Y | +9.0% | -0.4% | +9.4% | +9.8% |
| 3Y | +54.5% | +20.5% | +34.0% | +27.0% |
| 5Y | +35.8% | +3.8% | +32.1% | +22.3% |
| All | +186.9% | +31.1% | +155.8% | +114.6% |
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