-34.6%
TLT vs VCIT
+3.2%
-37.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.3% |
| 3M | -0.3% | -1.4% | +1.1% | +2.6% |
| 6M | -3.4% | -2.1% | -1.2% | +0.9% |
| YTD | -3.1% | -1.6% | -1.5% | +0.2% |
| 1Y | -5.2% | -0.9% | -4.3% | -3.4% |
| 3Y | +6.5% | +20.0% | -13.5% | -24.4% |
| All | -34.6% | +3.2% | -37.8% | -32.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling