-4.8%
TLT vs VCIT
-0.9%
-4.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.2% |
| 7D | +0.1% | +0.1% | 0.0% | -0.1% |
| 30D | +6.2% | +1.9% | +4.3% | +2.6% |
| 3M | +0.1% | -1.4% | +1.5% | +2.8% |
| 6M | -3.0% | -2.1% | -0.8% | +1.0% |
| YTD | -2.7% | -1.6% | -1.1% | +0.5% |
| 1Y | -4.8% | -0.9% | -3.9% | -3.1% |
| All | -4.8% | -0.9% | -4.0% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling