+1,904.5%
MAR vs VCIT
+96.6%
+1,807.9%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.2% | -2.0% | -1.9% |
| 7D | +4.4% | +0.5% | +4.0% | +4.2% |
| 30D | +15.5% | +2.1% | +13.4% | +14.6% |
| 3M | +15.7% | -1.6% | +17.3% | +16.4% |
| 6M | +18.2% | -1.6% | +19.8% | +18.9% |
| YTD | +35.3% | -1.5% | +36.8% | +36.2% |
| 1Y | +48.6% | -0.4% | +49.0% | +49.0% |
| 3Y | +124.3% | +19.6% | +104.8% | +112.8% |
| 5Y | +159.7% | +3.3% | +156.4% | +147.4% |
| 10Y | +555.2% | +28.9% | +526.3% | +585.5% |
| All | +1,904.5% | +96.6% | +1,807.9% | +3,485.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling