+460.1%
TEAM vs VCIT
+28.8%
+431.3%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -16.2% | -0.1% | -16.0% | -16.0% |
| 7D | -19.8% | +0.1% | -19.9% | -19.9% |
| 30D | -21.5% | +1.9% | -23.4% | -23.6% |
| 3M | +39.5% | -1.4% | +40.9% | +42.4% |
| 6M | +73.1% | -2.1% | +75.2% | +78.3% |
| YTD | -5.2% | -1.6% | -3.6% | -3.1% |
| 1Y | -1.6% | -0.9% | -0.7% | -0.4% |
| 3Y | -11.4% | +20.0% | -31.4% | -31.9% |
| 5Y | -65.1% | +3.1% | -68.2% | -69.3% |
| All | +460.1% | +28.8% | +431.3% | +389.5% |
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