+793.3%
SPY vs VCIT
+96.6%
+696.6%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +0.2% | -4.6% | -4.5% |
| 7D | -4.7% | +0.5% | -5.2% | -4.9% |
| 30D | -5.9% | +2.1% | -8.0% | -6.8% |
| 3M | -4.5% | -1.6% | -3.0% | -3.9% |
| 6M | +1.8% | -1.6% | +3.4% | +2.5% |
| YTD | +8.3% | -1.5% | +9.8% | +9.1% |
| 1Y | +9.3% | -0.4% | +9.7% | +9.6% |
| 3Y | +74.9% | +19.6% | +55.3% | +63.4% |
| 5Y | +67.3% | +3.3% | +64.0% | +59.1% |
| 10Y | +311.6% | +28.9% | +282.7% | +310.2% |
| All | +793.3% | +96.6% | +696.6% | +1,141.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling