+8,852.6%
MU vs VCIT
+96.6%
+8,755.9%
-73.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | +0.2% | -17.7% | -17.6% |
| 7D | -29.7% | +0.5% | -30.2% | -29.9% |
| 30D | -37.2% | +2.1% | -39.3% | -37.9% |
| 3M | -26.5% | -1.6% | -24.9% | -25.9% |
| 6M | +2.6% | -1.6% | +4.1% | +3.6% |
| YTD | +130.1% | -1.5% | +131.7% | +132.4% |
| 1Y | +176.7% | -0.4% | +177.1% | +178.1% |
| 3Y | +813.1% | +19.6% | +793.5% | +756.4% |
| 5Y | +822.0% | +3.3% | +818.7% | +770.9% |
| 10Y | +3,936.2% | +28.9% | +3,907.3% | +4,047.3% |
| All | +8,852.6% | +96.6% | +8,755.9% | +15,859.9% |
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 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