+51.8%
VCIT vs AR
-32.8%
+84.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.8% | +3.0% | +0.2% |
| 7D | +0.5% | -11.7% | +12.2% | +0.5% |
| 30D | +2.1% | +1.8% | +0.2% | +2.1% |
| 3M | -1.6% | +6.0% | -7.5% | -1.6% |
| 6M | -1.6% | -7.0% | +5.4% | -1.6% |
| YTD | -1.5% | +5.6% | -7.1% | -1.6% |
| 1Y | -0.4% | +10.8% | -11.2% | -0.5% |
| 3Y | +19.6% | +19.3% | +0.3% | +19.3% |
| 5Y | +3.3% | +73.3% | -70.1% | +2.8% |
| 10Y | +28.9% | +47.6% | -18.7% | +23.6% |
| All | +51.8% | -32.8% | +84.6% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 AR 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