+238.4%
TMUS vs VCIT
+28.8%
+209.6%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +1.0% |
| 7D | +3.6% | +0.1% | +3.5% | +3.5% |
| 30D | -3.4% | +1.9% | -5.3% | -4.4% |
| 3M | -9.5% | -1.4% | -8.0% | -8.7% |
| 6M | -15.2% | -2.1% | -13.1% | -14.1% |
| YTD | -18.9% | -1.6% | -17.3% | -18.2% |
| 1Y | -17.7% | -0.9% | -16.8% | -17.3% |
| 3Y | +15.6% | +20.0% | -4.3% | +2.3% |
| 5Y | +38.9% | +3.1% | +35.8% | +35.1% |
| All | +238.4% | +28.8% | +209.6% | +202.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling