+139.1%
HON vs VCIT
+28.6%
+110.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -3.6% | -0.3% | -3.3% | -3.3% |
| 30D | -15.3% | -0.8% | -14.5% | -14.7% |
| 3M | -7.9% | -1.0% | -6.9% | -7.0% |
| 6M | -18.1% | -1.8% | -16.2% | -16.6% |
| YTD | +3.8% | -0.7% | +4.5% | +4.6% |
| 1Y | +0.5% | +1.0% | -0.5% | -0.1% |
| 3Y | +19.8% | +18.8% | +0.9% | +4.1% |
| 5Y | +2.9% | +3.5% | -0.6% | +0.3% |
| All | +139.1% | +28.6% | +110.5% | +139.9% |
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