+96.3%
VCIT vs A
+828.8%
-732.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.0% | +3.3% | +0.3% |
| 7D | +0.5% | -5.2% | +5.6% | +0.5% |
| 30D | +2.1% | +1.4% | +0.6% | +2.0% |
| 3M | -1.6% | +21.9% | -23.5% | -2.0% |
| 6M | -1.6% | +46.7% | -48.2% | -2.3% |
| YTD | -1.5% | +27.2% | -28.7% | -2.0% |
| 1Y | -0.4% | +17.9% | -18.3% | -0.8% |
| 3Y | +19.6% | +61.1% | -41.6% | +18.3% |
| 5Y | +3.3% | +13.8% | -10.6% | +2.3% |
| 10Y | +28.9% | +318.8% | -289.9% | +29.8% |
| All | +96.3% | +828.8% | -732.5% | +105.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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