+106.4%
INTC vs VCIT
+30.3%
+76.1%
-70.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.3% |
| 7D | -4.0% | +0.1% | -4.1% | -4.2% |
| 30D | -44.5% | +1.1% | -45.6% | -45.4% |
| 3M | -40.4% | -1.4% | -39.0% | -39.5% |
| 6M | -53.5% | -2.3% | -51.1% | -52.1% |
| YTD | +57.5% | -1.8% | +59.3% | +61.6% |
| 1Y | +51.2% | -1.0% | +52.2% | +53.9% |
| 3Y | +51.6% | +19.3% | +32.3% | +25.9% |
| 5Y | +23.5% | +3.8% | +19.7% | +16.3% |
| 10Y | +106.4% | +30.6% | +75.8% | +82.7% |
| All | +106.4% | +30.3% | +76.1% | +82.7% |
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