+53.8%
MSFT vs VCIT
+19.8%
+34.0%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.2% | -3.8% | -3.7% |
| 7D | +1.1% | +0.5% | +0.6% | +0.9% |
| 30D | +1.3% | +2.1% | -0.8% | +0.2% |
| 3M | +10.2% | -1.6% | +11.7% | +11.0% |
| 6M | +30.8% | -1.6% | +32.4% | +31.8% |
| YTD | +11.5% | -1.5% | +13.0% | +12.3% |
| 1Y | +6.5% | -0.4% | +6.9% | +6.7% |
| All | +53.8% | +19.8% | +34.0% | +37.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling