+155.5%
MO vs VCIT
+3.7%
+151.8%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +1.0% |
| 7D | +3.3% | -1.4% | +4.7% | +3.7% |
| 30D | +7.5% | +0.6% | +7.0% | +7.4% |
| 3M | +22.8% | -2.2% | +25.0% | +23.4% |
| 6M | +13.4% | -2.3% | +15.7% | +14.0% |
| YTD | +43.0% | -2.2% | +45.2% | +43.7% |
| 1Y | +45.2% | -1.4% | +46.6% | +45.6% |
| 3Y | +145.5% | +18.7% | +126.8% | +136.9% |
| All | +155.5% | +3.7% | +151.8% | +149.3% |
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