+82.1%
DT vs VCIT
+15.5%
+66.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.1% | -0.5% | -0.5% |
| 7D | -24.7% | +0.1% | -24.8% | -24.8% |
| 30D | -27.4% | +1.9% | -29.3% | -29.0% |
| 3M | -11.1% | -1.4% | -9.7% | -9.7% |
| 6M | +13.7% | -2.1% | +15.8% | +16.5% |
| YTD | +0.2% | -1.6% | +1.9% | +2.0% |
| 1Y | -5.7% | -0.9% | -4.8% | -4.9% |
| 3Y | -8.1% | +20.0% | -28.1% | -27.9% |
| 5Y | -43.1% | +3.1% | -46.2% | -46.0% |
| All | +82.1% | +15.5% | +66.7% | +126.8% |
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