-29.5%
DOW vs VCIT
+3.2%
-32.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.1% | -1.7% | -1.7% |
| 7D | -9.5% | +0.1% | -9.6% | -9.6% |
| 30D | +13.1% | +1.9% | +11.2% | +11.9% |
| 3M | +4.8% | -1.4% | +6.3% | +5.6% |
| 6M | -16.7% | -2.1% | -14.5% | -15.7% |
| YTD | +38.9% | -1.6% | +40.5% | +39.6% |
| 1Y | +48.3% | -0.9% | +49.2% | +48.3% |
| 3Y | -24.4% | +20.0% | -44.3% | -33.0% |
| All | -29.5% | +3.2% | -32.7% | -44.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling