+224.3%
INTC vs VCIT
+28.6%
+195.7%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | 0.0% | +4.5% | +4.5% |
| 7D | +7.1% | -0.3% | +7.4% | +7.5% |
| 30D | -5.2% | -0.8% | -4.4% | -4.3% |
| 3M | -14.3% | -1.0% | -13.3% | -13.0% |
| 6M | +110.2% | -1.8% | +112.0% | +115.8% |
| YTD | +159.6% | -0.7% | +160.3% | +163.2% |
| 1Y | +289.3% | +1.0% | +288.3% | +287.7% |
| 3Y | +166.1% | +18.8% | +147.2% | +122.0% |
| 5Y | +94.4% | +3.5% | +90.9% | +83.4% |
| All | +224.3% | +28.6% | +195.7% | +181.0% |
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