+313.3%
LOW vs VCIT
+29.7%
+283.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.1% | +3.3% | +3.3% |
| 7D | +6.4% | +0.7% | +5.7% | +5.3% |
| 30D | +25.6% | +1.8% | +23.8% | +22.5% |
| 3M | +4.6% | -1.6% | +6.1% | +7.1% |
| 6M | +2.5% | -2.1% | +4.6% | +5.9% |
| YTD | -1.6% | -1.6% | -0.1% | +1.0% |
| 1Y | +1.7% | -0.8% | +2.5% | +3.4% |
| 3Y | +29.4% | +19.9% | +9.5% | +3.4% |
| 5Y | +9.6% | +3.3% | +6.3% | +3.1% |
| 10Y | +313.3% | +30.6% | +282.7% | +275.4% |
| All | +313.3% | +29.7% | +283.7% | +275.4% |
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 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