+101.3%
USB vs VCIT
+28.7%
+72.6%
-52.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.6% | +1.3% | +1.6% |
| 7D | +2.4% | +0.4% | +2.0% | +2.2% |
| 30D | +6.6% | +2.2% | +4.4% | +5.5% |
| 3M | -4.1% | -1.8% | -2.3% | -3.3% |
| 6M | +12.5% | -1.6% | +14.1% | +13.3% |
| YTD | +17.6% | -1.7% | +19.4% | +18.6% |
| 1Y | +36.5% | -0.8% | +37.3% | +37.1% |
| 3Y | +95.4% | +19.3% | +76.1% | +83.4% |
| 5Y | +26.1% | +3.5% | +22.6% | +18.5% |
| 10Y | +101.3% | +28.6% | +72.7% | +144.2% |
| All | +101.3% | +28.7% | +72.6% | +144.2% |
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