+30.6%
VCIT vs DAR
+269.9%
-239.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.2% | -0.6% |
| 7D | +0.1% | -3.8% | +3.9% | +0.2% |
| 30D | +1.1% | -14.4% | +15.5% | +1.5% |
| 3M | -1.4% | -17.9% | +16.6% | -0.9% |
| 6M | -2.3% | -18.3% | +16.0% | -1.9% |
| YTD | -1.8% | +43.2% | -45.1% | -3.0% |
| 1Y | -1.0% | +57.7% | -58.7% | -2.5% |
| 3Y | +19.3% | +22.7% | -3.5% | +17.8% |
| 5Y | +3.8% | -34.0% | +37.8% | +4.1% |
| 10Y | +30.6% | +279.5% | -248.9% | +22.0% |
| All | +30.6% | +269.9% | -239.4% | +22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 10y: compounded portfolio wealth divided by compounded DAR 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…
10y analysis · Full analysis span regression · 6 months rolling