+192.6%
TSCO vs VCIT
+29.2%
+163.4%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.2% | -3.5% | -3.6% |
| 7D | -2.5% | -0.2% | -2.3% | -2.4% |
| 30D | -1.1% | -0.5% | -0.6% | -0.8% |
| 3M | +14.3% | -0.9% | +15.2% | +14.9% |
| 6M | -31.9% | -1.9% | -30.0% | -31.1% |
| YTD | -30.7% | -1.0% | -29.7% | -30.3% |
| 1Y | -41.1% | +0.2% | -41.3% | -41.1% |
| 3Y | -17.1% | +19.0% | -36.1% | -23.4% |
| 5Y | -7.5% | +3.1% | -10.6% | -12.7% |
| 10Y | +192.6% | +29.8% | +162.8% | +206.3% |
| All | +192.6% | +29.2% | +163.4% | +206.3% |
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