+3,361.0%
ORLY vs VCIT
+97.0%
+3,264.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.3% | +1.3% |
| 7D | -1.9% | -0.5% | -1.5% | -1.8% |
| 30D | +4.5% | +1.5% | +3.0% | +4.0% |
| 3M | -2.2% | -1.0% | -1.2% | -1.9% |
| 6M | -0.9% | -1.7% | +0.8% | -0.3% |
| YTD | -0.7% | -1.4% | +0.6% | -0.3% |
| 1Y | -8.7% | -0.9% | -7.8% | -8.5% |
| 3Y | +37.7% | +19.8% | +17.9% | +30.0% |
| 5Y | +110.5% | +4.6% | +105.9% | +104.6% |
| 10Y | +416.8% | +31.5% | +385.3% | +410.5% |
| All | +3,361.0% | +97.0% | +3,264.0% | +4,167.2% |
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