-87.0%
OPEN vs VCIT
+5.7%
-92.8%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -21.8% | -0.1% | -21.7% | -21.2% |
| 7D | -22.2% | +0.1% | -22.3% | -22.3% |
| 30D | -38.3% | +1.9% | -40.2% | -42.8% |
| 3M | -59.4% | -1.4% | -57.9% | -56.2% |
| 6M | -74.4% | -2.1% | -72.2% | -71.2% |
| YTD | -76.0% | -1.6% | -74.4% | -73.6% |
| 1Y | -78.7% | -0.9% | -77.7% | -77.1% |
| 3Y | -30.0% | +20.0% | -50.0% | -63.1% |
| 5Y | -93.7% | +3.1% | -96.9% | -94.2% |
| All | -87.0% | +5.7% | -92.8% | -89.1% |
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