+96.3%
VCIT vs D
+286.3%
-190.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.2% | +0.4% | +0.2% |
| 7D | +0.5% | +6.9% | -6.5% | +0.1% |
| 30D | +2.1% | +12.3% | -10.2% | +1.5% |
| 3M | -1.6% | +3.0% | -4.6% | -1.7% |
| 6M | -1.6% | +12.8% | -14.4% | -2.2% |
| YTD | -1.5% | +22.6% | -24.1% | -2.5% |
| 1Y | -0.4% | +21.7% | -22.0% | -1.4% |
| 3Y | +19.6% | +83.9% | -64.4% | +16.0% |
| 5Y | +3.3% | +14.0% | -10.7% | +1.9% |
| 10Y | +28.9% | +45.6% | -16.7% | +26.4% |
| All | +96.3% | +286.3% | -190.0% | +100.3% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 D 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