+58.8%
T vs VCIT
+30.3%
+28.5%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +1.0% |
| 7D | +2.6% | +0.1% | +2.5% | +2.5% |
| 30D | -1.1% | +1.1% | -2.2% | -1.6% |
| 3M | -7.7% | -1.4% | -6.4% | -7.1% |
| 6M | -10.6% | -2.3% | -8.3% | -9.6% |
| YTD | -7.5% | -1.8% | -5.7% | -6.7% |
| 1Y | -7.4% | -1.0% | -6.4% | -7.1% |
| 3Y | +63.1% | +19.3% | +43.8% | +49.5% |
| 5Y | +55.2% | +3.8% | +51.4% | +50.6% |
| 10Y | +58.8% | +30.6% | +28.2% | +52.6% |
| All | +58.8% | +30.3% | +28.5% | +52.6% |
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