+4,686.1%
LLY vs VCIT
+98.3%
+4,587.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | -1.6% | -0.8% | -0.8% | -1.4% |
| 3M | +2.3% | -1.0% | +3.3% | +2.6% |
| 6M | +14.9% | -1.8% | +16.7% | +15.6% |
| YTD | +7.5% | -0.7% | +8.2% | +7.7% |
| 1Y | +55.7% | +1.0% | +54.7% | +55.3% |
| 3Y | +110.6% | +18.8% | +91.8% | +101.8% |
| 5Y | +363.4% | +3.5% | +359.9% | +350.3% |
| 10Y | +1,649.0% | +29.2% | +1,619.8% | +1,611.2% |
| All | +4,686.1% | +98.3% | +4,587.8% | +5,943.4% |
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