+19.0%
HYG vs VCIT
+3.3%
+15.7%
-15.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | 0.0% |
| 7D | -0.2% | -0.2% | 0.0% | 0.0% |
| 30D | -0.1% | -0.5% | +0.4% | +0.3% |
| 3M | +0.7% | -0.9% | +1.6% | +1.4% |
| 6M | +1.5% | -1.9% | +3.5% | +3.1% |
| YTD | +1.9% | -1.0% | +2.9% | +2.7% |
| 1Y | +3.7% | +0.2% | +3.5% | +3.5% |
| 3Y | +26.5% | +19.0% | +7.5% | +9.4% |
| 5Y | +19.0% | +3.1% | +15.9% | +10.3% |
| All | +19.0% | +3.3% | +15.7% | +10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling