+82.5%
O vs VCIT
+30.9%
+51.5%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | 0.0% | 0.0% |
| 7D | +0.6% | -0.5% | +1.1% | +1.2% |
| 30D | +9.4% | +1.5% | +8.0% | +7.5% |
| 3M | -2.4% | -1.0% | -1.4% | -1.2% |
| 6M | -1.9% | -1.7% | -0.2% | +0.2% |
| YTD | +10.5% | -1.4% | +11.8% | +12.3% |
| 1Y | +10.0% | -0.9% | +10.9% | +11.2% |
| 3Y | +40.5% | +19.8% | +20.7% | +12.3% |
| 5Y | +10.2% | +4.6% | +5.6% | +5.4% |
| 10Y | +82.5% | +31.5% | +50.9% | +26.6% |
| All | +82.5% | +30.9% | +51.5% | +26.6% |
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