+1,442.0%
TMUS vs VCIT
+96.6%
+1,345.3%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.8% |
| 7D | +9.0% | +0.5% | +8.6% | +8.9% |
| 30D | -3.2% | +2.1% | -5.3% | -3.7% |
| 3M | -6.9% | -1.6% | -5.3% | -6.5% |
| 6M | -16.4% | -1.6% | -14.8% | -16.1% |
| YTD | -19.6% | -1.5% | -18.1% | -19.4% |
| 1Y | -19.9% | -0.4% | -19.5% | -19.9% |
| 3Y | +14.5% | +19.6% | -5.1% | +9.5% |
| 5Y | +37.7% | +3.3% | +34.4% | +32.5% |
| 10Y | +242.2% | +28.9% | +213.4% | +249.3% |
| All | +1,442.0% | +96.6% | +1,345.3% | +2,671.5% |
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