-10.8%
DOW vs VCIT
+23.9%
-34.7%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -2.4% | -0.3% | -2.0% | -2.2% |
| 30D | +0.4% | -0.8% | +1.1% | +0.8% |
| 3M | -14.4% | -1.0% | -13.4% | -14.0% |
| 6M | -7.0% | -1.8% | -5.1% | -6.1% |
| YTD | +30.2% | -0.7% | +30.9% | +30.3% |
| 1Y | +29.2% | +1.0% | +28.2% | +27.9% |
| 3Y | -36.7% | +18.8% | -55.6% | -43.5% |
| 5Y | -37.7% | +3.5% | -41.2% | -40.6% |
| All | -10.8% | +23.9% | -34.7% | +22.7% |
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