+30.9%
VCIT vs DD
+99.0%
-68.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.8% | +0.8% | 0.0% |
| 7D | -0.5% | +3.2% | -3.7% | -0.6% |
| 30D | +1.0% | +20.3% | -19.3% | +0.4% |
| 3M | -1.4% | +8.2% | -9.6% | -1.7% |
| 6M | -2.1% | +3.4% | -5.5% | -2.3% |
| YTD | -1.8% | +30.6% | -32.4% | -2.7% |
| 1Y | -1.4% | +30.6% | -32.0% | -2.3% |
| 3Y | +19.3% | +91.1% | -71.9% | +16.5% |
| 5Y | +4.1% | +68.6% | -64.4% | +1.6% |
| 10Y | +30.9% | +99.9% | -68.9% | +25.8% |
| All | +30.9% | +99.0% | -68.1% | +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