+1,642.9%
TMUS vs VCIT
+98.3%
+1,544.7%
-70.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.4% | -3.5% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +5.3% | -0.8% | +6.0% | +5.4% |
| 3M | +3.1% | -1.0% | +4.1% | +3.4% |
| 6M | -16.5% | -1.8% | -14.6% | -16.1% |
| YTD | -9.2% | -0.7% | -8.5% | -9.0% |
| 1Y | -26.5% | +1.0% | -27.5% | -26.7% |
| 3Y | +39.0% | +18.8% | +20.2% | +33.1% |
| 5Y | +40.4% | +3.5% | +36.9% | +34.9% |
| 10Y | +303.7% | +29.2% | +274.5% | +309.6% |
| All | +1,642.9% | +98.3% | +1,544.7% | +3,026.7% |
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 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