+401.4%
DUK vs VCIT
+98.3%
+303.1%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | 0.0% | -0.3% | +0.3% | +0.2% |
| 30D | -1.7% | -0.8% | -0.9% | -1.1% |
| 3M | -0.4% | -1.0% | +0.6% | +0.3% |
| 6M | -7.2% | -1.8% | -5.4% | -6.0% |
| YTD | +5.3% | -0.7% | +6.0% | +5.8% |
| 1Y | +3.0% | +1.0% | +2.0% | +2.1% |
| 3Y | +53.1% | +18.8% | +34.2% | +34.3% |
| 5Y | +37.9% | +3.5% | +34.4% | +32.4% |
| 10Y | +124.8% | +29.2% | +95.6% | +91.4% |
| All | +401.4% | +98.3% | +303.1% | +374.2% |
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