+106.8%
MRK vs VCIT
+3.2%
+103.6%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | -1.9% | +0.1% | -2.0% | -1.9% |
| 30D | +2.8% | +1.9% | +0.8% | +1.8% |
| 3M | +15.0% | -1.4% | +16.4% | +15.9% |
| 6M | +30.9% | -2.1% | +33.0% | +32.3% |
| YTD | +42.3% | -1.6% | +43.9% | +43.6% |
| 1Y | +76.1% | -0.9% | +77.0% | +77.2% |
| 3Y | +54.1% | +20.0% | +34.1% | +46.7% |
| All | +106.8% | +3.2% | +103.6% | +74.7% |
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 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