+62.4%
PYPL vs VCIT
+39.2%
+23.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.4% |
| 7D | +3.5% | +0.5% | +3.1% | +2.9% |
| 30D | +8.0% | +2.1% | +5.9% | +5.1% |
| 3M | +2.0% | -1.6% | +3.6% | +4.2% |
| 6M | +27.6% | -1.6% | +29.1% | +30.5% |
| YTD | +1.9% | -1.5% | +3.4% | +4.2% |
| 1Y | -12.4% | -0.4% | -12.0% | -11.7% |
| 3Y | +6.3% | +19.6% | -13.3% | -15.8% |
| 5Y | -73.6% | +3.3% | -76.9% | -75.8% |
| 10Y | +45.8% | +28.9% | +16.9% | +29.7% |
| All | +62.4% | +39.2% | +23.2% | +55.6% |
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