+601.7%
TWLO vs VCIT
+30.8%
+570.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.1% | +0.7% | +0.7% |
| 7D | -1.5% | +0.1% | -1.6% | -1.7% |
| 30D | -26.0% | +1.9% | -27.9% | -28.4% |
| 3M | +4.6% | -1.4% | +6.0% | +6.7% |
| 6M | +5.5% | -2.1% | +7.7% | +8.8% |
| YTD | +42.0% | -1.6% | +43.7% | +45.2% |
| 1Y | +58.5% | -0.9% | +59.4% | +60.2% |
| 3Y | +279.7% | +20.0% | +259.7% | +180.8% |
| 5Y | -35.0% | +3.1% | -38.1% | -40.8% |
| 10Y | +539.9% | +28.7% | +511.2% | +474.9% |
| All | +601.7% | +30.8% | +570.9% | +665.3% |
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 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