+215.9%
FITB vs VCIT
+30.9%
+185.0%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | 0.0% | +0.4% | +0.4% |
| 7D | -0.6% | -0.5% | -0.1% | -0.3% |
| 30D | +7.0% | +1.5% | +5.6% | +6.1% |
| 3M | -4.8% | -1.0% | -3.8% | -4.2% |
| 6M | +13.5% | -1.7% | +15.2% | +14.8% |
| YTD | +19.1% | -1.4% | +20.4% | +20.2% |
| 1Y | +30.8% | -0.9% | +31.7% | +31.6% |
| 3Y | +141.6% | +19.8% | +121.8% | +119.6% |
| 5Y | +48.3% | +4.6% | +43.7% | +38.0% |
| 10Y | +215.9% | +31.5% | +184.4% | +338.1% |
| All | +215.9% | +30.9% | +185.0% | +338.1% |
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