+269.0%
RTX vs VCIT
+30.9%
+238.1%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | -0.5% | +1.9% | +1.8% |
| 30D | +7.8% | +1.5% | +6.4% | +6.7% |
| 3M | -9.8% | -1.0% | -8.8% | -9.2% |
| 6M | +13.5% | -1.7% | +15.2% | +14.8% |
| YTD | +10.9% | -1.4% | +12.3% | +12.0% |
| 1Y | +14.0% | -0.9% | +14.9% | +14.7% |
| 3Y | +159.9% | +19.8% | +140.1% | +128.3% |
| 5Y | +151.7% | +4.6% | +147.1% | +144.6% |
| 10Y | +269.0% | +31.5% | +237.5% | +260.4% |
| All | +269.0% | +30.9% | +238.1% | +260.4% |
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