+51.9%
PYPL vs VCIT
+31.2%
+20.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.0% |
| 7D | -1.1% | -1.4% | +0.3% | +0.9% |
| 30D | +3.8% | +0.8% | +3.0% | +2.7% |
| 3M | -1.3% | -1.7% | +0.5% | +1.3% |
| 6M | +29.0% | -2.1% | +31.1% | +33.2% |
| YTD | +0.7% | -2.0% | +2.8% | +4.0% |
| 1Y | -12.3% | -1.5% | -10.8% | -10.2% |
| 3Y | +7.6% | +19.0% | -11.3% | -15.8% |
| 5Y | -71.7% | +3.8% | -75.5% | -74.1% |
| All | +51.9% | +31.2% | +20.6% | +35.4% |
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