+692.8%
GOOGL vs VCIT
+31.0%
+661.8%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | +3.9% | -1.4% | +5.3% | +5.3% |
| 30D | -14.9% | +0.6% | -15.5% | -15.5% |
| 3M | -14.6% | -2.2% | -12.3% | -12.7% |
| 6M | -26.4% | -2.3% | -24.1% | -24.8% |
| YTD | -5.3% | -2.2% | -3.1% | -3.2% |
| 1Y | +6.5% | -1.4% | +7.8% | +8.1% |
| 3Y | +126.0% | +18.7% | +107.3% | +92.7% |
| 5Y | +100.8% | +3.6% | +97.2% | +88.8% |
| All | +692.8% | +31.0% | +661.8% | +645.8% |
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 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