+3,259.7%
ORLY vs VCIT
+98.3%
+3,161.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -0.7% | -0.3% | -0.3% | -0.6% |
| 30D | -5.9% | -0.8% | -5.2% | -5.7% |
| 3M | -0.6% | -1.0% | +0.4% | -0.2% |
| 6M | -6.8% | -1.8% | -4.9% | -6.2% |
| YTD | -3.6% | -0.7% | -2.9% | -3.4% |
| 1Y | -16.3% | +1.0% | -17.3% | -16.6% |
| 3Y | +39.1% | +18.8% | +20.3% | +31.6% |
| 5Y | +125.4% | +3.5% | +122.0% | +119.5% |
| 10Y | +366.5% | +29.2% | +337.3% | +354.8% |
| All | +3,259.7% | +98.3% | +3,161.4% | +4,032.8% |
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