+2,147.4%
MSFT vs VCIT
+98.3%
+2,049.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | 0.0% | -2.0% | -2.0% |
| 7D | -2.7% | -0.3% | -2.3% | -2.5% |
| 30D | +2.7% | -0.8% | +3.5% | +3.1% |
| 3M | +17.0% | -1.0% | +18.0% | +17.6% |
| 6M | +23.8% | -1.8% | +25.7% | +25.0% |
| YTD | +4.0% | -0.7% | +4.7% | +4.3% |
| 1Y | -0.8% | +1.0% | -1.8% | -1.3% |
| 3Y | +55.6% | +18.8% | +36.8% | +42.5% |
| 5Y | +72.9% | +3.5% | +69.4% | +63.0% |
| 10Y | +875.8% | +29.2% | +846.6% | +846.9% |
| All | +2,147.4% | +98.3% | +2,049.2% | +2,913.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling