+465.6%
O vs VCIT
+98.3%
+367.3%
-48.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.7% | -0.3% | -0.4% | -0.4% |
| 30D | -1.9% | -0.8% | -1.1% | -1.1% |
| 3M | +3.8% | -1.0% | +4.9% | +4.9% |
| 6M | -4.7% | -1.8% | -2.9% | -2.9% |
| YTD | +12.5% | -0.7% | +13.2% | +13.3% |
| 1Y | +10.8% | +1.0% | +9.9% | +9.6% |
| 3Y | +28.8% | +18.8% | +9.9% | +7.7% |
| 5Y | +13.2% | +3.5% | +9.7% | +8.7% |
| 10Y | +53.5% | +29.2% | +24.2% | +25.3% |
| All | +465.6% | +98.3% | +367.3% | +418.5% |
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