+41.6%
TLT vs VCIT
+96.6%
-55.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | -0.2% |
| 7D | +0.5% | +0.5% | +0.1% | -0.3% |
| 30D | +6.0% | +2.1% | +3.9% | +2.3% |
| 3M | -0.9% | -1.6% | +0.7% | +1.9% |
| 6M | -2.6% | -1.6% | -1.0% | +0.2% |
| YTD | -3.1% | -1.5% | -1.6% | -0.4% |
| 1Y | -4.4% | -0.4% | -4.0% | -3.6% |
| 3Y | +5.5% | +19.6% | -14.1% | -21.7% |
| 5Y | -34.7% | +3.3% | -38.0% | -37.5% |
| 10Y | -17.6% | +28.9% | -46.5% | -47.5% |
| All | +41.6% | +96.6% | -55.1% | -60.5% |
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