+325.3%
IR vs VCIT
+28.8%
+296.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.5% |
| 7D | +3.7% | +0.1% | +3.6% | +3.6% |
| 30D | +7.4% | +1.9% | +5.5% | +5.6% |
| 3M | -5.9% | -1.4% | -4.5% | -4.8% |
| 6M | +5.6% | -2.1% | +7.7% | +7.6% |
| YTD | +4.8% | -1.6% | +6.5% | +6.6% |
| 1Y | +6.9% | -0.9% | +7.9% | +8.1% |
| 3Y | +27.6% | +20.0% | +7.6% | +10.2% |
| 5Y | +45.8% | +3.1% | +42.7% | +39.8% |
| All | +325.3% | +28.8% | +296.4% | +336.9% |
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