+31.2%
VCIT vs DD
+105.4%
-74.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +5.9% | -5.8% | -0.1% |
| 7D | +0.7% | +9.8% | -9.1% | +0.4% |
| 30D | +1.8% | +19.3% | -17.5% | +1.2% |
| 3M | -1.1% | +9.4% | -10.5% | -1.4% |
| 6M | -1.7% | +4.8% | -6.5% | -1.9% |
| YTD | -1.1% | +30.2% | -31.4% | -2.0% |
| 1Y | -0.4% | +32.2% | -32.6% | -1.3% |
| 3Y | +20.5% | +93.1% | -72.6% | +17.7% |
| 5Y | +3.8% | +68.0% | -64.2% | +1.2% |
| 10Y | +31.2% | +98.5% | -67.3% | +25.8% |
| All | +31.2% | +105.4% | -74.2% | +25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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