-35.2%
TWLO vs VCIT
+4.1%
-39.3%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.3% |
| 30D | +20.6% | -0.8% | +21.3% | +22.4% |
| 3M | -1.5% | -1.0% | -0.5% | +0.4% |
| 6M | +89.4% | -1.8% | +91.3% | +96.4% |
| YTD | +63.8% | -0.7% | +64.5% | +65.9% |
| 1Y | +119.7% | +1.0% | +118.7% | +115.2% |
| 3Y | +256.1% | +18.8% | +237.3% | +149.8% |
| All | -35.2% | +4.1% | -39.3% | -43.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling