+160.5%
HON vs VCIT
+30.9%
+129.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -0.4% | -0.5% | +0.1% | +0.1% |
| 30D | +8.6% | +1.5% | +7.1% | +7.2% |
| 3M | -0.8% | -1.0% | +0.2% | +0.1% |
| 6M | -0.1% | -1.7% | +1.6% | +1.5% |
| YTD | +12.8% | -1.4% | +14.1% | +14.3% |
| 1Y | +10.4% | -0.9% | +11.4% | +11.5% |
| 3Y | +30.5% | +19.8% | +10.7% | +12.6% |
| 5Y | +15.0% | +4.6% | +10.4% | +11.0% |
| 10Y | +160.5% | +31.5% | +129.0% | +159.4% |
| All | +160.5% | +30.9% | +129.6% | +159.4% |
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