+629.1%
MRNA vs VCIT
+29.9%
+599.2%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.2% | -3.2% | -3.1% |
| 7D | -10.1% | -0.2% | -9.9% | -9.8% |
| 30D | +126.7% | -0.5% | +127.3% | +130.2% |
| 3M | +184.1% | -0.9% | +185.1% | +190.8% |
| 6M | +143.3% | -1.9% | +145.2% | +153.0% |
| YTD | +359.9% | -1.0% | +360.8% | +373.2% |
| 1Y | +454.2% | +0.2% | +454.0% | +462.9% |
| 3Y | +26.0% | +19.0% | +7.0% | +5.3% |
| 5Y | -70.3% | +3.1% | -73.3% | -74.4% |
| All | +629.1% | +29.9% | +599.2% | +340.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling