+556.7%
QQQ vs VCIT
+29.0%
+527.7%
-35.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | 0.0% |
| 7D | +1.5% | +0.1% | +1.4% | +1.4% |
| 30D | -0.6% | -0.8% | +0.1% | +0.1% |
| 3M | +0.4% | -0.5% | +1.0% | +1.0% |
| 6M | +20.1% | -1.4% | +21.4% | +21.8% |
| YTD | +17.2% | -0.8% | +18.0% | +18.3% |
| 1Y | +24.7% | +0.3% | +24.4% | +24.6% |
| 3Y | +96.2% | +19.2% | +77.0% | +66.7% |
| 5Y | +94.4% | +3.6% | +90.8% | +82.5% |
| 10Y | +556.7% | +29.3% | +527.4% | +503.5% |
| All | +556.7% | +29.0% | +527.7% | +503.5% |
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