+95.6%
F vs VCIT
+29.2%
+66.4%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +5.3% | -0.3% | +5.7% | +5.7% |
| 30D | +4.6% | -0.8% | +5.4% | +5.5% |
| 3M | -3.7% | -1.0% | -2.7% | -2.5% |
| 6M | +16.8% | -1.8% | +18.7% | +19.4% |
| YTD | +15.3% | -0.7% | +16.0% | +16.5% |
| 1Y | +31.0% | +1.0% | +30.0% | +30.2% |
| 3Y | +45.4% | +18.8% | +26.6% | +23.6% |
| 5Y | +54.7% | +3.5% | +51.2% | +41.6% |
| All | +95.6% | +29.2% | +66.4% | +91.0% |
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 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