+0.4%
DOW vs VCIT
+22.3%
-21.8%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.7% | +2.6% | +2.3% |
| 7D | +3.7% | -1.4% | +5.0% | +4.5% |
| 30D | +16.3% | +0.8% | +15.5% | +15.7% |
| 3M | +9.7% | -1.7% | +11.4% | +10.7% |
| 6M | -14.1% | -2.1% | -12.0% | -13.2% |
| YTD | +46.6% | -2.0% | +48.6% | +47.8% |
| 1Y | +56.8% | -1.5% | +58.3% | +57.6% |
| 3Y | -20.4% | +19.0% | -39.3% | -29.0% |
| 5Y | -27.4% | +3.8% | -31.2% | -31.0% |
| All | +0.4% | +22.3% | -21.8% | +39.2% |
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