+306.8%
SPOT vs VCIT
+28.5%
+278.4%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.3% |
| 7D | +1.0% | +0.1% | +0.9% | +0.9% |
| 30D | +14.6% | +1.1% | +13.4% | +13.3% |
| 3M | +18.4% | -1.4% | +19.8% | +20.3% |
| 6M | +45.1% | -2.3% | +47.4% | +48.9% |
| YTD | +4.4% | -1.8% | +6.2% | +6.5% |
| 1Y | -2.7% | -1.0% | -1.7% | -1.6% |
| 3Y | +254.6% | +19.3% | +235.3% | +188.8% |
| 5Y | +124.8% | +3.8% | +121.0% | +100.5% |
| All | +306.8% | +28.5% | +278.4% | +271.0% |
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