+106.1%
TOST vs VCIT
+19.8%
+86.3%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.9% |
| 7D | +11.6% | +0.5% | +11.2% | +10.8% |
| 30D | +16.2% | +2.1% | +14.1% | +12.7% |
| 3M | +1.0% | -1.6% | +2.6% | +3.4% |
| 6M | +23.2% | -1.6% | +24.8% | +26.2% |
| YTD | -1.0% | -1.5% | +0.5% | +1.3% |
| 1Y | -9.9% | -0.4% | -9.5% | -9.4% |
| All | +106.1% | +19.8% | +86.3% | +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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling