+240.8%
TMUS vs VCIT
+30.3%
+210.5%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +9.5% | +0.1% | +9.4% | +9.4% |
| 30D | +13.8% | +1.1% | +12.7% | +13.1% |
| 3M | -4.6% | -1.4% | -3.2% | -3.8% |
| 6M | -11.7% | -2.3% | -9.4% | -10.4% |
| YTD | -15.4% | -1.8% | -13.6% | -14.5% |
| 1Y | -16.1% | -1.0% | -15.1% | -15.7% |
| 3Y | +20.5% | +19.3% | +1.2% | +6.7% |
| 5Y | +48.7% | +3.8% | +45.0% | +44.2% |
| 10Y | +240.8% | +30.6% | +210.2% | +206.6% |
| All | +240.8% | +30.3% | +210.5% | +206.6% |
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 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