+540.2%
MAR vs VCIT
+28.8%
+511.4%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.1% |
| 7D | +4.3% | +0.1% | +4.2% | +4.2% |
| 30D | +16.8% | +1.9% | +14.9% | +14.9% |
| 3M | +16.0% | -1.4% | +17.5% | +17.4% |
| 6M | +16.5% | -2.1% | +18.6% | +18.6% |
| YTD | +35.0% | -1.6% | +36.7% | +37.1% |
| 1Y | +49.4% | -0.9% | +50.3% | +50.8% |
| 3Y | +124.1% | +20.0% | +104.1% | +93.6% |
| 5Y | +159.2% | +3.1% | +156.0% | +150.1% |
| All | +540.2% | +28.8% | +511.4% | +551.9% |
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