-35.9%
RBLX vs VCIT
+7.0%
-42.9%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.2% | -0.5% | -0.3% |
| 7D | +8.0% | -0.2% | +8.2% | +8.5% |
| 30D | +20.2% | -0.5% | +20.7% | +21.6% |
| 3M | +3.5% | -0.9% | +4.5% | +6.2% |
| 6M | -28.9% | -1.9% | -27.0% | -25.4% |
| YTD | -45.1% | -1.0% | -44.1% | -43.6% |
| 1Y | -66.2% | +0.2% | -66.5% | -66.2% |
| 3Y | +53.5% | +19.0% | +34.5% | +1.8% |
| 5Y | -48.4% | +3.1% | -51.5% | -42.0% |
| All | -35.9% | +7.0% | -42.9% | -38.9% |
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 2016-09-09 to 2026-09-09: 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling