-25.6%
DOW vs VCIT
+20.0%
-45.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -9.4% | +0.7% | -10.2% | -9.8% |
| 30D | +8.9% | +1.8% | +7.1% | +7.8% |
| 3M | +6.7% | -1.1% | +7.9% | +7.4% |
| 6M | -14.2% | -1.7% | -12.5% | -13.3% |
| YTD | +36.9% | -1.1% | +38.1% | +37.1% |
| 1Y | +45.8% | -0.4% | +46.1% | +44.5% |
| All | -25.6% | +20.0% | -45.6% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling