+449.7%
V vs VCIT
+28.8%
+420.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VCIT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.1% | +0.1% | +0.1% |
| 7D | +2.2% | +0.1% | +2.1% | +2.1% |
| 30D | +13.6% | +1.9% | +11.7% | +12.2% |
| 3M | +14.3% | -1.4% | +15.7% | +15.4% |
| 6M | +33.1% | -2.1% | +35.2% | +35.0% |
| YTD | +21.2% | -1.6% | +22.9% | +22.5% |
| 1Y | +26.4% | -0.9% | +27.3% | +27.1% |
| 3Y | +77.6% | +20.0% | +57.6% | +56.9% |
| 5Y | +102.6% | +3.1% | +99.5% | +95.0% |
| All | +449.7% | +28.8% | +420.9% | +442.9% |
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