+37.7%
TMUS vs VCIT
+3.7%
+34.0%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +9.0% | +0.5% | +8.6% | +8.8% |
| 30D | -3.2% | +2.1% | -5.3% | -4.2% |
| 3M | -6.9% | -1.6% | -5.3% | -6.1% |
| 6M | -16.4% | -1.6% | -14.8% | -15.7% |
| YTD | -19.6% | -1.5% | -18.1% | -19.0% |
| 1Y | -19.9% | -0.4% | -19.5% | -19.9% |
| 3Y | +14.5% | +19.6% | -5.1% | +1.9% |
| 5Y | +37.7% | +3.3% | +34.4% | +26.0% |
| All | +37.7% | +3.7% | +34.0% | +26.0% |
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