+500.7%
ISRG vs VCIT
+28.8%
+471.9%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.1% | -3.2% | -3.2% |
| 7D | +4.8% | +0.1% | +4.7% | +4.7% |
| 30D | +9.2% | +1.9% | +7.3% | +7.0% |
| 3M | +21.2% | -1.4% | +22.6% | +23.2% |
| 6M | +0.2% | -2.1% | +2.4% | +2.7% |
| YTD | -20.1% | -1.6% | -18.4% | -18.5% |
| 1Y | -17.3% | -0.9% | -16.4% | -16.4% |
| 3Y | +63.3% | +20.0% | +43.3% | +33.7% |
| 5Y | +24.1% | +3.1% | +20.9% | +15.9% |
| All | +500.7% | +28.8% | +471.9% | +461.3% |
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