+30.6%
VCIT vs DD
+100.9%
-70.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.7% |
| 7D | +0.1% | +2.2% | -2.1% | 0.0% |
| 30D | +1.1% | +20.7% | -19.6% | +0.5% |
| 3M | -1.4% | +11.3% | -12.7% | -1.7% |
| 6M | -2.3% | +6.0% | -8.3% | -2.6% |
| YTD | -1.8% | +31.7% | -33.5% | -2.7% |
| 1Y | -1.0% | +32.2% | -33.2% | -1.9% |
| 3Y | +19.3% | +92.7% | -73.4% | +16.5% |
| 5Y | +3.8% | +72.1% | -68.3% | +1.2% |
| 10Y | +30.6% | +99.7% | -69.1% | +25.1% |
| All | +30.6% | +100.9% | -70.4% | +25.1% |
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