+30.6%
VCIT vs DAR
+288.2%
-257.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.7% | -4.6% | -0.1% |
| 7D | +0.7% | -2.8% | +3.5% | +0.8% |
| 30D | +1.8% | -12.8% | +14.6% | +2.1% |
| 3M | -1.6% | -11.6% | +10.0% | -1.3% |
| 6M | -2.1% | -16.8% | +14.7% | -1.7% |
| YTD | -1.6% | +45.9% | -47.5% | -2.8% |
| 1Y | -0.8% | +61.5% | -62.3% | -2.3% |
| 3Y | +19.9% | +23.0% | -3.0% | +18.4% |
| 5Y | +3.3% | -35.8% | +39.2% | +3.7% |
| 10Y | +30.6% | +280.4% | -249.7% | +22.0% |
| All | +30.6% | +288.2% | -257.6% | +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