+31.2%
VCIT vs DD
+97.1%
-65.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -1.4% | +5.0% | -6.4% | -1.6% |
| 30D | +0.6% | +19.7% | -19.1% | 0.0% |
| 3M | -2.2% | +7.2% | -9.4% | -2.5% |
| 6M | -2.3% | +1.0% | -3.4% | -2.4% |
| YTD | -2.2% | +29.1% | -31.3% | -3.0% |
| 1Y | -1.4% | +28.5% | -29.8% | -2.2% |
| 3Y | +18.7% | +89.4% | -70.7% | +16.1% |
| 5Y | +3.6% | +67.1% | -63.6% | +1.1% |
| All | +31.2% | +97.1% | -65.9% | +26.6% |
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