+28.9%
VCIT vs DD
+87.9%
-59.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.1% | -1.2% | -0.2% |
| 7D | +0.1% | +4.6% | -4.5% | -0.1% |
| 30D | +1.9% | +11.8% | -9.9% | +1.6% |
| 3M | -1.4% | +2.2% | -3.6% | -1.5% |
| 6M | -2.1% | -1.6% | -0.5% | -2.1% |
| YTD | -1.6% | +23.0% | -24.6% | -2.3% |
| 1Y | -0.9% | +26.9% | -27.9% | -1.7% |
| 3Y | +20.0% | +77.9% | -57.9% | +17.5% |
| 5Y | +3.1% | +59.9% | -56.7% | +0.8% |
| All | +28.9% | +87.9% | -59.0% | +24.2% |
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