+660.8%
DLR vs VCIT
+96.2%
+564.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.0% |
| 7D | +2.8% | +0.4% | +2.4% | +2.5% |
| 30D | +2.8% | +2.2% | +0.6% | +0.8% |
| 3M | -4.0% | -1.8% | -2.2% | -2.3% |
| 6M | -5.6% | -1.6% | -4.0% | -4.1% |
| YTD | +21.9% | -1.7% | +23.7% | +24.1% |
| 1Y | +13.0% | -0.8% | +13.9% | +14.2% |
| 3Y | +52.2% | +19.3% | +32.9% | +31.6% |
| 5Y | +40.3% | +3.5% | +36.8% | +30.3% |
| 10Y | +186.1% | +28.6% | +157.5% | +145.8% |
| All | +660.8% | +96.2% | +564.6% | +710.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling