+98.0%
VCIT vs DD
+300.5%
-202.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | 0.0% |
| 7D | -0.3% | -3.5% | +3.2% | -0.3% |
| 30D | -0.8% | -10.3% | +9.6% | -0.6% |
| 3M | -1.0% | -7.5% | +6.5% | -0.9% |
| 6M | -1.8% | -8.0% | +6.2% | -1.8% |
| YTD | -0.7% | +10.5% | -11.2% | -0.8% |
| 1Y | +1.0% | +38.3% | -37.3% | +0.6% |
| 3Y | +18.8% | +42.5% | -23.6% | +18.2% |
| 5Y | +3.5% | +60.2% | -56.7% | +2.7% |
| 10Y | +29.2% | +68.9% | -39.6% | +27.6% |
| All | +98.0% | +300.5% | -202.5% | +99.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling