+117.6%
DT vs VCIT
+16.6%
+101.0%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | 0.0% | -1.6% | -1.6% |
| 7D | -3.3% | -0.3% | -3.0% | -2.9% |
| 30D | +2.0% | -0.8% | +2.8% | +3.0% |
| 3M | +20.0% | -1.0% | +21.0% | +21.5% |
| 6M | +39.3% | -1.8% | +41.1% | +42.3% |
| YTD | +19.8% | -0.7% | +20.4% | +20.6% |
| 1Y | +4.3% | +1.0% | +3.3% | +2.9% |
| 3Y | +7.7% | +18.8% | -11.2% | -14.1% |
| 5Y | -26.8% | +3.5% | -30.3% | -30.8% |
| All | +117.6% | +16.6% | +101.0% | +168.3% |
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 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