+98.3%
USB vs VCIT
+19.1%
+79.2%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.2% |
| 7D | +1.4% | -0.3% | +1.8% | +1.8% |
| 30D | -1.3% | -0.8% | -0.5% | -0.5% |
| 3M | +15.2% | -1.0% | +16.3% | +16.5% |
| 6M | +18.8% | -1.8% | +20.7% | +21.2% |
| YTD | +21.0% | -0.7% | +21.7% | +21.9% |
| 1Y | +34.0% | +1.0% | +33.0% | +32.7% |
| All | +98.3% | +19.1% | +79.2% | +61.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling