+345.8%
PSX vs VCIT
+29.7%
+316.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.1% | +2.9% | +3.0% |
| 7D | -8.0% | +0.7% | -8.7% | -8.2% |
| 30D | -9.0% | +1.8% | -10.8% | -9.6% |
| 3M | +24.7% | -1.6% | +26.3% | +25.4% |
| 6M | +49.3% | -2.1% | +51.4% | +50.4% |
| YTD | +100.2% | -1.6% | +101.8% | +101.0% |
| 1Y | +88.8% | -0.8% | +89.6% | +88.9% |
| 3Y | +152.5% | +19.9% | +132.6% | +132.9% |
| 5Y | +283.2% | +3.3% | +279.9% | +283.3% |
| 10Y | +345.8% | +30.6% | +315.2% | +393.6% |
| All | +345.8% | +29.7% | +316.1% | +393.6% |
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