+889.0%
MSFT vs VCIT
+28.8%
+860.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.1% | -0.9% | -0.9% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | +0.2% | +1.9% | -1.8% | -1.5% |
| 3M | +6.4% | -1.4% | +7.8% | +7.7% |
| 6M | +28.7% | -2.1% | +30.8% | +31.2% |
| YTD | +10.4% | -1.6% | +12.0% | +12.0% |
| 1Y | +7.6% | -0.9% | +8.5% | +8.4% |
| 3Y | +52.3% | +20.0% | +32.3% | +28.0% |
| 5Y | +64.5% | +3.1% | +61.4% | +56.3% |
| All | +889.0% | +28.8% | +860.2% | +817.8% |
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