+537.5%
MAR vs VCIT
+30.3%
+507.3%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.2% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +17.0% | +1.1% | +15.9% | +15.9% |
| 3M | +23.2% | -1.4% | +24.5% | +24.5% |
| 6M | +21.7% | -2.3% | +24.1% | +24.2% |
| YTD | +38.9% | -1.8% | +40.7% | +41.2% |
| 1Y | +48.7% | -1.0% | +49.7% | +50.2% |
| 3Y | +122.9% | +19.3% | +103.6% | +93.3% |
| 5Y | +177.5% | +3.8% | +173.7% | +166.4% |
| 10Y | +537.5% | +30.6% | +507.0% | +558.6% |
| All | +537.5% | +30.3% | +507.3% | +558.6% |
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 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