+267.0%
RTX vs VCIT
+28.8%
+238.2%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.1% | -1.1% | -1.1% |
| 7D | -5.1% | +0.1% | -5.2% | -5.2% |
| 30D | +5.1% | +1.9% | +3.2% | +3.8% |
| 3M | -14.8% | -1.4% | -13.4% | -14.0% |
| 6M | +8.0% | -2.1% | +10.2% | +9.6% |
| YTD | +4.5% | -1.6% | +6.1% | +5.6% |
| 1Y | +9.8% | -0.9% | +10.8% | +10.5% |
| 3Y | +144.2% | +20.0% | +124.2% | +114.6% |
| 5Y | +131.4% | +3.1% | +128.3% | +127.5% |
| All | +267.0% | +28.8% | +238.2% | +261.6% |
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 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