+84.4%
DT vs VCIT
+15.5%
+68.8%
-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% | -1.6% | -8.7% | -8.6% |
| 6M | +8.0% | -2.1% | +10.1% | +10.7% |
| YTD | +1.5% | -1.6% | +3.0% | +3.2% |
| 1Y | -6.9% | -0.8% | -6.1% | -6.2% |
| 3Y | -10.9% | +19.9% | -30.8% | -30.0% |
| 5Y | -42.2% | +3.3% | -45.5% | -45.3% |
| All | +84.4% | +15.5% | +68.8% | +129.4% |
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