+995.4%
TER vs VCIT
+31.0%
+964.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.2% | -5.2% | -5.2% |
| 7D | +14.4% | -1.4% | +15.8% | +16.7% |
| 30D | -30.6% | +0.6% | -31.1% | -31.4% |
| 3M | -39.2% | -2.2% | -37.0% | -37.5% |
| 6M | -31.3% | -2.3% | -29.0% | -28.9% |
| YTD | +29.1% | -2.2% | +31.3% | +34.0% |
| 1Y | +47.4% | -1.4% | +48.8% | +51.5% |
| 3Y | +191.2% | +18.7% | +172.5% | +134.1% |
| 5Y | +74.0% | +3.6% | +70.4% | +63.7% |
| All | +995.4% | +31.0% | +964.4% | +926.0% |
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