-43.4%
TOST vs VCIT
+2.3%
-45.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +0.6% | +4.9% | +4.2% |
| 7D | +10.7% | +0.4% | +10.3% | +9.7% |
| 30D | +17.7% | +2.2% | +15.6% | +12.5% |
| 3M | +4.6% | -1.8% | +6.4% | +8.8% |
| 6M | +20.3% | -1.6% | +21.9% | +24.6% |
| YTD | -0.4% | -1.7% | +1.3% | +3.4% |
| 1Y | -0.8% | -0.8% | +0.1% | +0.9% |
| 3Y | +102.2% | +19.3% | +82.9% | +32.0% |
| 5Y | -41.3% | +3.5% | -44.8% | -25.3% |
| All | -43.4% | +2.3% | -45.8% | -16.0% |
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 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