+2,004.5%
V vs VCIT
+98.3%
+1,906.2%
-36.4%
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 | -1.7% | -0.3% | -1.4% | -1.6% |
| 30D | +2.0% | -0.8% | +2.7% | +2.2% |
| 3M | +17.4% | -1.0% | +18.4% | +17.7% |
| 6M | +17.5% | -1.8% | +19.3% | +18.2% |
| YTD | +7.6% | -0.7% | +8.3% | +7.8% |
| 1Y | +7.7% | +1.0% | +6.7% | +7.3% |
| 3Y | +54.7% | +18.8% | +35.8% | +47.2% |
| 5Y | +73.0% | +3.5% | +69.6% | +65.2% |
| 10Y | +390.9% | +29.2% | +361.6% | +400.1% |
| All | +2,004.5% | +98.3% | +1,906.2% | +2,955.6% |
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