+1,703.9%
TSCO vs VCIT
+98.3%
+1,605.6%
-52.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.9% |
| 30D | +5.5% | -0.8% | +6.2% | +5.7% |
| 3M | +20.0% | -1.0% | +21.0% | +20.3% |
| 6M | -29.8% | -1.8% | -28.0% | -29.5% |
| YTD | -28.7% | -0.7% | -28.0% | -28.5% |
| 1Y | -40.9% | +1.0% | -41.9% | -41.0% |
| 3Y | -15.9% | +18.8% | -34.8% | -18.2% |
| 5Y | -3.5% | +3.5% | -6.9% | -8.3% |
| 10Y | +142.2% | +29.2% | +113.0% | +151.2% |
| All | +1,703.9% | +98.3% | +1,605.6% | +2,507.7% |
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