-28.2%
RBLX vs VCIT
+5.6%
-33.8%
-82.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.2% | -2.8% | -2.6% |
| 7D | +1.2% | -1.4% | +2.7% | +4.6% |
| 30D | +5.0% | +0.6% | +4.4% | +3.7% |
| 3M | +31.5% | -2.2% | +33.7% | +38.4% |
| 6M | +18.9% | -2.3% | +21.3% | +26.0% |
| YTD | -38.4% | -2.2% | -36.2% | -34.9% |
| 1Y | -50.7% | -1.4% | -49.4% | -48.9% |
| 3Y | +28.8% | +18.7% | +10.1% | -14.5% |
| 5Y | -53.6% | +3.6% | -57.2% | -49.5% |
| All | -28.2% | +5.6% | -33.8% | -29.5% |
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