+161.3%
HON vs VCIT
+30.3%
+131.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.3% | +0.2% |
| 7D | +1.9% | +0.1% | +1.8% | +1.8% |
| 30D | +9.9% | +1.1% | +8.7% | +8.8% |
| 3M | -5.8% | -1.4% | -4.4% | -4.7% |
| 6M | +3.0% | -2.3% | +5.3% | +5.2% |
| YTD | +13.1% | -1.8% | +14.9% | +15.0% |
| 1Y | +13.2% | -1.0% | +14.2% | +14.4% |
| 3Y | +30.8% | +19.3% | +11.5% | +13.3% |
| 5Y | +13.0% | +3.8% | +9.2% | +9.9% |
| 10Y | +161.3% | +30.6% | +130.7% | +161.5% |
| All | +161.3% | +30.3% | +131.0% | +161.5% |
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