-35.1%
TLT vs VCIT
+3.2%
-38.4%
-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% | 0.0% | -0.1% |
| 7D | +0.3% | +0.7% | -0.5% | -1.1% |
| 30D | +5.1% | +1.8% | +3.3% | +1.5% |
| 3M | -0.2% | -1.6% | +1.4% | +3.0% |
| 6M | -2.9% | -2.1% | -0.8% | +1.3% |
| YTD | -2.7% | -1.6% | -1.1% | +0.5% |
| 1Y | -4.6% | -0.8% | -3.8% | -3.0% |
| 3Y | +6.1% | +19.9% | -13.9% | -24.6% |
| 5Y | -35.1% | +3.3% | -38.5% | -32.6% |
| All | -35.1% | +3.2% | -38.4% | -32.6% |
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