+83.2%
DT vs VCIT
+15.6%
+67.6%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | +0.2% | -6.8% | -6.8% |
| 7D | -28.3% | +0.5% | -28.8% | -28.7% |
| 30D | -28.4% | +2.1% | -30.5% | -30.1% |
| 3M | -14.1% | -1.6% | -12.5% | -12.5% |
| 6M | +13.2% | -1.6% | +14.7% | +15.2% |
| YTD | +0.8% | -1.5% | +2.3% | +2.5% |
| 1Y | -7.8% | -0.4% | -7.4% | -7.6% |
| 3Y | -8.3% | +19.6% | -27.9% | -27.7% |
| 5Y | -42.7% | +3.3% | -46.0% | -45.8% |
| All | +83.2% | +15.6% | +67.6% | +127.8% |
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 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