+539.2%
MAR vs VCIT
+30.9%
+508.2%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +1.0% | -0.5% | +1.5% | +1.4% |
| 30D | +16.2% | +1.5% | +14.7% | +14.7% |
| 3M | +23.1% | -1.0% | +24.0% | +24.0% |
| 6M | +22.0% | -1.7% | +23.6% | +23.7% |
| YTD | +39.2% | -1.4% | +40.5% | +41.0% |
| 1Y | +48.3% | -0.9% | +49.2% | +49.7% |
| 3Y | +123.4% | +19.8% | +103.6% | +93.0% |
| 5Y | +185.4% | +4.6% | +180.8% | +172.1% |
| 10Y | +539.2% | +31.5% | +507.7% | +559.7% |
| All | +539.2% | +30.9% | +508.2% | +559.7% |
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