-24.7%
U vs VCIT
+4.1%
-28.7%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -0.1% | +5.6% | +5.9% |
| 7D | +36.6% | +0.1% | +36.5% | +36.3% |
| 30D | +13.3% | +1.9% | +11.4% | +7.1% |
| 3M | +26.2% | -1.4% | +27.6% | +31.5% |
| 6M | +88.7% | -2.1% | +90.9% | +101.3% |
| YTD | +16.6% | -1.6% | +18.2% | +22.7% |
| 1Y | +29.0% | -0.9% | +29.9% | +33.0% |
| 3Y | +99.5% | +20.0% | +79.5% | +15.7% |
| 5Y | -66.1% | +3.1% | -69.3% | -69.2% |
| All | -24.7% | +4.1% | -28.7% | -33.8% |
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 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