+1,073.8%
PSX vs VCIT
+58.4%
+1,015.4%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.8% | +0.2% | -5.1% | -4.9% |
| 7D | -9.7% | +0.5% | -10.2% | -9.8% |
| 30D | -8.4% | +2.1% | -10.5% | -8.9% |
| 3M | +22.6% | -1.6% | +24.2% | +23.1% |
| 6M | +38.8% | -1.6% | +40.4% | +39.3% |
| YTD | +95.5% | -1.5% | +97.0% | +96.0% |
| 1Y | +87.1% | -0.4% | +87.5% | +86.9% |
| 3Y | +133.5% | +19.6% | +113.9% | +120.9% |
| 5Y | +280.9% | +3.3% | +277.6% | +277.0% |
| 10Y | +356.6% | +28.9% | +327.7% | +369.9% |
| All | +1,073.8% | +58.4% | +1,015.4% | +1,068.6% |
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 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