+162.4%
DLR vs VCIT
+28.8%
+133.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.1% | -0.1% |
| 7D | -3.6% | +0.1% | -3.7% | -3.7% |
| 30D | -3.5% | +1.9% | -5.4% | -5.6% |
| 3M | -8.9% | -1.4% | -7.5% | -7.4% |
| 6M | -11.6% | -2.1% | -9.4% | -9.3% |
| YTD | +14.9% | -1.6% | +16.5% | +17.3% |
| 1Y | +6.4% | -0.9% | +7.3% | +7.8% |
| 3Y | +47.3% | +20.0% | +27.3% | +21.4% |
| 5Y | +32.8% | +3.1% | +29.7% | +20.5% |
| All | +162.4% | +28.8% | +133.6% | +100.6% |
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