-39.0%
U vs VCIT
+5.0%
-44.1%
-93.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -3.8% | -0.3% | -3.5% | -2.8% |
| 30D | +17.5% | -0.8% | +18.2% | +20.0% |
| 3M | +38.7% | -1.0% | +39.7% | +43.1% |
| 6M | +104.4% | -1.8% | +106.3% | +117.4% |
| YTD | -5.7% | -0.7% | -5.0% | -3.3% |
| 1Y | +3.7% | +1.0% | +2.7% | +1.0% |
| 3Y | +12.3% | +18.8% | -6.5% | -32.7% |
| 5Y | -68.8% | +3.5% | -72.3% | -71.7% |
| All | -39.0% | +5.0% | -44.1% | -47.8% |
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