+709.2%
TWLO vs VCIT
+32.1%
+677.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | 0.0% | -3.1% | -3.1% |
| 7D | -2.0% | -0.3% | -1.7% | -1.4% |
| 30D | +20.6% | -0.8% | +21.3% | +22.1% |
| 3M | -1.5% | -1.0% | -0.5% | +0.1% |
| 6M | +89.4% | -1.8% | +91.3% | +95.3% |
| YTD | +63.8% | -0.7% | +64.5% | +65.6% |
| 1Y | +119.7% | +1.0% | +118.7% | +116.1% |
| 3Y | +256.1% | +18.8% | +237.3% | +168.8% |
| 5Y | -36.6% | +3.5% | -40.0% | -42.5% |
| 10Y | +304.3% | +29.2% | +275.1% | +257.0% |
| All | +709.2% | +32.1% | +677.2% | +772.8% |
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