+49.5%
PYPL vs VCIT
+29.2%
+20.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -0.3% | +3.0% | +3.2% |
| 30D | -4.9% | -0.8% | -4.1% | -3.8% |
| 3M | +28.9% | -1.0% | +29.9% | +31.0% |
| 6M | +18.2% | -1.8% | +20.1% | +21.6% |
| YTD | -5.0% | -0.7% | -4.3% | -3.9% |
| 1Y | -18.8% | +1.0% | -19.8% | -19.7% |
| 3Y | -12.6% | +18.8% | -31.4% | -31.5% |
| 5Y | -80.8% | +3.5% | -84.3% | -82.4% |
| All | +49.5% | +29.2% | +20.3% | +31.9% |
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