+98.7%
INTC vs VCIT
+28.8%
+69.9%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.7% | -0.1% | +7.8% | +7.9% |
| 7D | -14.4% | +0.1% | -14.5% | -14.5% |
| 30D | -50.2% | +1.9% | -52.2% | -51.5% |
| 3M | -43.6% | -1.4% | -42.2% | -42.7% |
| 6M | -50.2% | -2.1% | -48.1% | -48.8% |
| YTD | +52.5% | -1.6% | +54.2% | +56.2% |
| 1Y | +51.1% | -0.9% | +52.0% | +53.6% |
| 3Y | +50.3% | +20.0% | +30.3% | +24.1% |
| 5Y | +19.2% | +3.1% | +16.0% | +12.9% |
| All | +98.7% | +28.8% | +69.9% | +76.4% |
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