+96.3%
VCIT vs DD
+341.1%
-244.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.1% | +0.3% |
| 7D | +0.5% | +3.1% | -2.6% | +0.4% |
| 30D | +2.1% | +8.7% | -6.7% | +2.0% |
| 3M | -1.6% | -1.2% | -0.4% | -1.6% |
| 6M | -1.6% | -1.1% | -0.5% | -1.6% |
| YTD | -1.5% | +21.7% | -23.2% | -1.8% |
| 1Y | -0.4% | +24.0% | -24.4% | -0.7% |
| 3Y | +19.6% | +75.6% | -56.1% | +18.7% |
| 5Y | +3.3% | +58.2% | -54.9% | +2.3% |
| 10Y | +28.9% | +88.0% | -59.1% | +27.1% |
| All | +96.3% | +341.1% | -244.8% | +97.5% |
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