+508.5%
TTD vs VCIT
+31.0%
+477.4%
-91.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.7% |
| 7D | +21.3% | -1.4% | +22.7% | +24.5% |
| 30D | +28.7% | +0.6% | +28.2% | +27.5% |
| 3M | +7.7% | -2.2% | +9.9% | +12.3% |
| 6M | -23.5% | -2.3% | -21.2% | -20.0% |
| YTD | -58.7% | -2.2% | -56.5% | -57.0% |
| 1Y | -63.4% | -1.4% | -62.1% | -62.5% |
| 3Y | -75.3% | +18.7% | -94.0% | -82.3% |
| 5Y | -84.4% | +3.6% | -88.0% | -85.8% |
| All | +508.5% | +31.0% | +477.4% | +424.1% |
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