+9.0%
MSFT vs VCIT
-0.8%
+9.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.2% |
| 7D | +4.7% | +0.4% | +4.2% | +4.3% |
| 30D | +5.8% | +2.2% | +3.7% | +4.2% |
| 3M | +13.0% | -1.8% | +14.8% | +14.6% |
| 6M | +34.9% | -1.6% | +36.6% | +36.3% |
| YTD | +15.7% | -1.7% | +17.4% | +15.5% |
| 1Y | +9.0% | -0.8% | +9.8% | +9.5% |
| All | +9.0% | -0.8% | +9.7% | +9.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling