+55.2%
HYG vs VCIT
+28.8%
+26.5%
-22.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | +0.1% |
| 7D | -0.7% | -1.0% | +0.3% | 0.0% |
| 30D | -0.6% | -1.3% | +0.7% | +0.4% |
| 3M | +0.4% | -1.6% | +2.0% | +1.5% |
| 6M | +1.2% | -2.3% | +3.5% | +2.9% |
| YTD | +1.5% | -1.7% | +3.2% | +2.7% |
| 1Y | +3.2% | -0.7% | +3.9% | +3.7% |
| 3Y | +25.9% | +18.1% | +7.8% | +11.4% |
| 5Y | +18.6% | +2.4% | +16.2% | +14.5% |
| All | +55.2% | +28.8% | +26.5% | +38.6% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling