+48.4%
IR vs VCIT
+4.1%
+44.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -2.8% | -0.3% | -2.5% | -2.5% |
| 30D | -15.1% | -0.8% | -14.4% | -14.5% |
| 3M | +6.1% | -1.0% | +7.1% | +7.2% |
| 6M | -16.8% | -1.8% | -15.0% | -15.2% |
| YTD | -3.5% | -0.7% | -2.8% | -2.6% |
| 1Y | -3.5% | +1.0% | -4.5% | -3.9% |
| 3Y | +9.5% | +18.8% | -9.4% | -5.7% |
| All | +48.4% | +4.1% | +44.3% | +40.1% |
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