+98.0%
VCIT vs AA
+76.9%
+21.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.1% | 0.0% |
| 7D | -0.3% | -0.7% | +0.3% | -0.3% |
| 30D | -0.8% | +5.0% | -5.7% | -0.8% |
| 3M | -1.0% | -35.8% | +34.8% | -0.6% |
| 6M | -1.8% | -18.4% | +16.6% | -1.7% |
| YTD | -0.7% | -5.5% | +4.8% | -0.7% |
| 1Y | +1.0% | +61.0% | -60.0% | +0.4% |
| 3Y | +18.8% | +66.2% | -47.4% | +17.8% |
| 5Y | +3.5% | +11.4% | -7.9% | +2.8% |
| 10Y | +29.2% | +116.9% | -87.7% | +26.5% |
| All | +98.0% | +76.9% | +21.1% | +94.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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