+319.4%
IR vs VCIT
+29.0%
+290.4%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -3.0% |
| 7D | +2.3% | +0.5% | +1.8% | +1.9% |
| 30D | +3.3% | +2.1% | +1.2% | +1.4% |
| 3M | -9.0% | -1.6% | -7.5% | -7.8% |
| 6M | +8.0% | -1.6% | +9.6% | +9.6% |
| YTD | +3.4% | -1.5% | +4.9% | +5.0% |
| 1Y | +4.5% | -0.4% | +4.9% | +5.2% |
| 3Y | +25.6% | +19.6% | +6.0% | +8.8% |
| 5Y | +43.8% | +3.3% | +40.5% | +37.7% |
| All | +319.4% | +29.0% | +290.4% | +330.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling