+1,171.1%
LOW vs VCIT
+98.3%
+1,072.8%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -7.0% | -0.8% | -6.3% | -6.4% |
| 3M | -0.9% | -1.0% | +0.1% | +0.1% |
| 6M | -20.1% | -1.8% | -18.2% | -18.7% |
| YTD | -13.9% | -0.7% | -13.2% | -13.2% |
| 1Y | -21.1% | +1.0% | -22.1% | -21.5% |
| 3Y | -6.6% | +18.8% | -25.5% | -16.9% |
| 5Y | +9.4% | +3.5% | +5.9% | +1.4% |
| 10Y | +220.5% | +29.2% | +191.3% | +203.6% |
| All | +1,171.1% | +98.3% | +1,072.8% | +1,720.8% |
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