+6,028.8%
MU vs VCIT
+29.2%
+5,999.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | 0.0% | +6.1% | +6.1% |
| 7D | +9.0% | -0.3% | +9.3% | +9.4% |
| 30D | +13.8% | -0.8% | +14.6% | +14.7% |
| 3M | +2.1% | -1.0% | +3.1% | +3.4% |
| 6M | +153.8% | -1.8% | +155.6% | +159.7% |
| YTD | +256.4% | -0.7% | +257.1% | +260.6% |
| 1Y | +719.8% | +1.0% | +718.8% | +717.2% |
| 3Y | +1,360.4% | +18.8% | +1,341.5% | +1,150.4% |
| 5Y | +1,312.4% | +3.5% | +1,308.9% | +1,245.8% |
| All | +6,028.8% | +29.2% | +5,999.6% | +6,238.0% |
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