+913.4%
MSFT vs VCIT
+31.2%
+882.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +1.0% |
| 7D | -2.4% | -1.4% | -1.0% | -1.2% |
| 30D | -3.8% | +0.8% | -4.6% | -4.4% |
| 3M | +6.4% | -1.7% | +8.1% | +8.1% |
| 6M | +28.8% | -2.1% | +30.9% | +31.2% |
| YTD | +8.8% | -2.0% | +10.9% | +10.8% |
| 1Y | +3.2% | -1.5% | +4.6% | +4.5% |
| 3Y | +44.8% | +19.0% | +25.8% | +22.6% |
| 5Y | +61.8% | +3.8% | +58.1% | +52.9% |
| All | +913.4% | +31.2% | +882.2% | +827.9% |
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