+1,346.2%
MRNA vs VCIT
+29.7%
+1,316.6%
-95.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +0.1% | +5.8% | +5.7% |
| 7D | +21.8% | +0.7% | +21.1% | +20.5% |
| 30D | +19.6% | +1.8% | +17.8% | +16.0% |
| 3M | +354.6% | -1.1% | +355.7% | +364.7% |
| 6M | +394.9% | -1.7% | +396.6% | +411.5% |
| YTD | +812.2% | -1.1% | +813.3% | +839.6% |
| 1Y | +996.2% | -0.4% | +996.5% | +1,019.5% |
| 3Y | +287.0% | +20.5% | +266.5% | +218.8% |
| 5Y | +13.6% | +3.8% | +9.8% | -2.3% |
| All | +1,346.2% | +29.7% | +1,316.6% | +775.3% |
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 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