+42.1%
TLT vs VCIT
+98.3%
-56.2%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | -0.4% | -0.3% | -0.1% | +0.2% |
| 30D | -0.6% | -0.8% | +0.2% | +0.8% |
| 3M | -2.7% | -1.0% | -1.7% | -0.9% |
| 6M | -5.6% | -1.8% | -3.8% | -2.4% |
| YTD | -2.8% | -0.7% | -2.1% | -1.5% |
| 1Y | -1.4% | +1.0% | -2.4% | -3.0% |
| 3Y | -1.6% | +18.8% | -20.4% | -26.1% |
| 5Y | -33.8% | +3.5% | -37.3% | -36.9% |
| 10Y | -21.1% | +29.2% | -50.4% | -49.9% |
| All | +42.1% | +98.3% | -56.2% | -60.9% |
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