+2.0%
ISRG vs VCIT
+4.1%
-2.0%
-49.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.6% | -0.3% | -1.2% | -1.1% |
| 30D | -2.3% | -0.8% | -1.5% | -1.2% |
| 3M | -12.4% | -1.0% | -11.4% | -11.2% |
| 6M | -26.8% | -1.8% | -25.0% | -24.9% |
| YTD | -35.3% | -0.7% | -34.6% | -34.5% |
| 1Y | -19.3% | +1.0% | -20.3% | -20.3% |
| 3Y | +18.1% | +18.8% | -0.7% | -6.7% |
| All | +2.0% | +4.1% | -2.0% | -6.6% |
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