+96.3%
VCIT vs DG
+582.4%
-486.0%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.6% | +2.8% | +0.3% |
| 7D | +0.5% | +6.1% | -5.6% | +0.4% |
| 30D | +2.1% | +11.9% | -9.9% | +1.9% |
| 3M | -1.6% | +9.3% | -10.8% | -1.7% |
| 6M | -1.6% | +19.1% | -20.7% | -1.8% |
| YTD | -1.5% | +5.9% | -7.4% | -1.7% |
| 1Y | -0.4% | +39.8% | -40.2% | -0.8% |
| 3Y | +19.6% | +23.4% | -3.8% | +19.0% |
| 5Y | +3.3% | -33.3% | +36.6% | +3.2% |
| 10Y | +28.9% | +131.0% | -102.1% | +30.0% |
| All | +96.3% | +582.4% | -486.0% | +100.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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