+145.5%
TER vs VCIT
+19.8%
+125.6%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.2% | +0.2% | -15.5% | -15.6% |
| 7D | -28.2% | +0.5% | -28.6% | -28.8% |
| 30D | -50.6% | +2.1% | -52.6% | -52.5% |
| 3M | -45.3% | -1.6% | -43.8% | -43.6% |
| 6M | -40.4% | -1.6% | -38.8% | -38.2% |
| YTD | +10.0% | -1.5% | +11.6% | +14.5% |
| 1Y | +13.6% | -0.4% | +14.0% | +17.0% |
| All | +145.5% | +19.8% | +125.6% | +86.5% |
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 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