+361.6%
PSX vs VCIT
+31.0%
+330.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +0.9% | +0.8% |
| 7D | +7.8% | -1.4% | +9.2% | +8.3% |
| 30D | -10.9% | +0.6% | -11.5% | -11.1% |
| 3M | +14.5% | -2.2% | +16.7% | +15.3% |
| 6M | +56.1% | -2.3% | +58.4% | +57.3% |
| YTD | +109.6% | -2.2% | +111.8% | +110.8% |
| 1Y | +95.5% | -1.4% | +96.9% | +95.9% |
| 3Y | +156.2% | +18.7% | +137.4% | +137.0% |
| 5Y | +310.0% | +3.6% | +306.4% | +308.2% |
| All | +361.6% | +31.0% | +330.6% | +413.6% |
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