+96.3%
VCIT vs DAR
+553.4%
-457.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.1% | +3.3% | +0.3% |
| 7D | +0.5% | -8.1% | +8.5% | +0.6% |
| 30D | +2.1% | -17.1% | +19.2% | +2.3% |
| 3M | -1.6% | -12.3% | +10.7% | -1.4% |
| 6M | -1.6% | -21.8% | +20.2% | -1.3% |
| YTD | -1.5% | +40.8% | -42.3% | -2.0% |
| 1Y | -0.4% | +57.4% | -57.7% | -1.1% |
| 3Y | +19.6% | +12.1% | +7.5% | +19.0% |
| 5Y | +3.3% | -40.2% | +43.5% | +3.4% |
| 10Y | +28.9% | +280.1% | -251.2% | +27.4% |
| All | +96.3% | +553.4% | -457.0% | +100.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling