+886.2%
TER vs VCIT
+28.8%
+857.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.1% | +2.7% | +2.7% |
| 7D | -20.5% | +0.1% | -20.6% | -20.6% |
| 30D | -47.0% | +1.9% | -48.9% | -48.6% |
| 3M | -43.3% | -1.4% | -41.8% | -42.3% |
| 6M | -42.9% | -2.1% | -40.8% | -41.1% |
| YTD | +12.9% | -1.6% | +14.5% | +16.3% |
| 1Y | +18.2% | -0.9% | +19.1% | +20.7% |
| 3Y | +151.8% | +20.0% | +131.8% | +100.1% |
| 5Y | +54.2% | +3.1% | +51.1% | +45.7% |
| All | +886.2% | +28.8% | +857.4% | +824.3% |
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 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