+52.3%
MSFT vs VCIT
+19.7%
+32.6%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -0.8% |
| 3M | +6.4% | -1.4% | +7.8% | +7.2% |
| 6M | +28.7% | -2.1% | +30.8% | +30.1% |
| YTD | +10.4% | -1.6% | +12.0% | +11.2% |
| 1Y | +7.6% | -0.9% | +8.5% | +8.1% |
| 3Y | +52.3% | +20.0% | +32.3% | +36.2% |
| All | +52.3% | +19.7% | +32.6% | +36.2% |
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