+55.7%
T vs VCIT
+3.2%
+52.5%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.8% |
| 7D | +1.7% | +0.7% | +0.9% | +1.3% |
| 30D | -1.7% | +1.8% | -3.5% | -2.5% |
| 3M | -7.3% | -1.6% | -5.8% | -6.7% |
| 6M | -11.2% | -2.1% | -9.1% | -10.3% |
| YTD | -8.1% | -1.6% | -6.5% | -7.4% |
| 1Y | -8.0% | -0.8% | -7.2% | -7.8% |
| 3Y | +62.1% | +19.9% | +42.2% | +47.8% |
| 5Y | +55.7% | +3.3% | +52.4% | +35.7% |
| All | +55.7% | +3.2% | +52.5% | +35.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling