+122.9%
MAR vs VCIT
+19.2%
+103.7%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -0.7% | +3.3% | +3.3% |
| 7D | +2.9% | +0.1% | +2.8% | +2.7% |
| 30D | +17.0% | +1.1% | +15.9% | +15.6% |
| 3M | +23.2% | -1.4% | +24.5% | +24.8% |
| 6M | +21.7% | -2.3% | +24.1% | +24.7% |
| YTD | +38.9% | -1.8% | +40.7% | +41.7% |
| 1Y | +48.7% | -1.0% | +49.7% | +50.7% |
| 3Y | +122.9% | +19.3% | +103.6% | +98.6% |
| All | +122.9% | +19.2% | +103.7% | +98.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling