+61.0%
T vs VCIT
+19.8%
+41.2%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.3% | -0.2% |
| 7D | +4.3% | +0.5% | +3.8% | +4.0% |
| 30D | -9.7% | +2.1% | -11.8% | -10.6% |
| 3M | -4.3% | -1.6% | -2.7% | -3.7% |
| 6M | -13.7% | -1.6% | -12.1% | -13.1% |
| YTD | -8.0% | -1.5% | -6.5% | -7.4% |
| 1Y | -6.9% | -0.4% | -6.5% | -7.1% |
| All | +61.0% | +19.8% | +41.2% | +45.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling