+2,984.7%
TER vs VCIT
+96.2%
+2,888.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.8% | +0.6% | -7.4% | -7.2% |
| 7D | -19.9% | +0.4% | -20.3% | -20.1% |
| 30D | -43.5% | +2.2% | -45.7% | -44.5% |
| 3M | -37.8% | -1.8% | -35.9% | -37.0% |
| 6M | -25.6% | -1.6% | -23.9% | -24.6% |
| YTD | +29.8% | -1.7% | +31.6% | +32.0% |
| 1Y | +43.2% | -0.8% | +44.0% | +44.8% |
| 3Y | +189.3% | +19.3% | +170.0% | +163.1% |
| 5Y | +76.9% | +3.5% | +73.4% | +64.3% |
| 10Y | +1,059.7% | +28.6% | +1,031.1% | +1,080.1% |
| All | +2,984.7% | +96.2% | +2,888.5% | +5,980.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling