-7.6%
DT vs VCIT
+19.8%
-27.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.7% |
| 7D | -28.3% | +0.5% | -28.8% | -28.5% |
| 30D | -28.4% | +2.1% | -30.5% | -29.1% |
| 3M | -14.1% | -1.6% | -12.5% | -13.4% |
| 6M | +13.2% | -1.6% | +14.7% | +14.1% |
| YTD | +0.8% | -1.5% | +2.3% | +1.5% |
| 1Y | -7.8% | -0.4% | -7.4% | -7.7% |
| All | -7.6% | +19.8% | -27.4% | -22.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling