-87.4%
OPEN vs VCIT
+6.0%
-93.4%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | 0.0% | +4.2% | +4.1% |
| 7D | -31.1% | -0.5% | -30.6% | -29.4% |
| 30D | -34.7% | +1.5% | -36.2% | -38.1% |
| 3M | -61.9% | -1.0% | -60.9% | -59.7% |
| 6M | -71.9% | -1.7% | -70.2% | -68.9% |
| YTD | -76.6% | -1.4% | -75.2% | -74.5% |
| 1Y | -83.9% | -0.9% | -83.0% | -82.7% |
| 3Y | -34.4% | +19.8% | -54.2% | -65.3% |
| 5Y | -93.9% | +4.6% | -98.6% | -94.7% |
| All | -87.4% | +6.0% | -93.4% | -89.4% |
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