-43.8%
TOST vs VCIT
+2.6%
-46.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -1.1% |
| 7D | +11.6% | +0.5% | +11.2% | +10.5% |
| 30D | +16.2% | +2.1% | +14.1% | +11.3% |
| 3M | +1.0% | -1.6% | +2.6% | +4.5% |
| 6M | +23.2% | -1.6% | +24.8% | +27.5% |
| YTD | -1.0% | -1.5% | +0.5% | +2.3% |
| 1Y | -9.9% | -0.4% | -9.5% | -9.3% |
| 3Y | +101.0% | +19.6% | +81.5% | +30.6% |
| 5Y | -40.4% | +3.3% | -43.7% | -21.7% |
| All | -43.8% | +2.6% | -46.3% | -16.9% |
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