+84.4%
DT vs VCIT
+16.0%
+68.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.2% | +1.1% |
| 7D | -20.2% | +0.7% | -21.0% | -20.9% |
| 30D | -30.8% | +1.8% | -32.6% | -32.2% |
| 3M | -10.2% | -1.1% | -9.1% | -9.1% |
| 6M | +8.0% | -1.7% | +9.7% | +10.1% |
| YTD | +1.5% | -1.1% | +2.6% | +2.7% |
| 1Y | -6.9% | -0.4% | -6.5% | -6.7% |
| 3Y | -10.9% | +20.5% | -31.4% | -30.4% |
| 5Y | -42.2% | +3.8% | -45.9% | -45.6% |
| All | +84.4% | +16.0% | +68.3% | +128.3% |
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