+0.1%
DOW vs VCIT
+22.1%
-22.0%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.2% |
| 7D | +5.2% | -1.4% | +6.7% | +6.1% |
| 30D | +13.2% | +0.6% | +12.6% | +12.8% |
| 3M | +10.1% | -2.2% | +12.3% | +11.5% |
| 6M | -13.1% | -2.3% | -10.8% | -12.0% |
| YTD | +46.1% | -2.2% | +48.3% | +47.5% |
| 1Y | +50.0% | -1.4% | +51.4% | +50.6% |
| 3Y | -20.2% | +18.7% | -39.0% | -28.8% |
| 5Y | -27.7% | +3.6% | -31.3% | -31.2% |
| All | +0.1% | +22.1% | -22.0% | +38.8% |
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