+161.8%
MAR vs VCIT
+4.1%
+157.8%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -4.2% | -0.3% | -3.8% | -3.8% |
| 30D | -6.7% | -0.8% | -5.9% | -6.0% |
| 3M | -12.5% | -1.0% | -11.5% | -11.7% |
| 6M | +0.6% | -1.8% | +2.4% | +2.3% |
| YTD | +9.1% | -0.7% | +9.8% | +9.9% |
| 1Y | +26.2% | +1.0% | +25.2% | +25.6% |
| 3Y | +68.2% | +18.8% | +49.3% | +47.6% |
| All | +161.8% | +4.1% | +157.8% | +130.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling