+1.6%
TSCO vs VCIT
+19.6%
-18.1%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +0.1% | +2.8% | +2.8% |
| 7D | +5.9% | +0.7% | +5.2% | +4.9% |
| 30D | +11.0% | +1.8% | +9.2% | +8.6% |
| 3M | +9.0% | -1.1% | +10.1% | +10.4% |
| 6M | +23.9% | -1.7% | +25.5% | +26.2% |
| YTD | -23.7% | -1.1% | -22.6% | -22.7% |
| 1Y | -29.4% | -0.4% | -29.1% | -29.0% |
| 3Y | +1.6% | +20.5% | -18.9% | -15.6% |
| All | +1.6% | +19.6% | -18.1% | -15.6% |
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