+98.0%
VCIT vs DKS
+788.3%
-690.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | 0.0% |
| 7D | -0.3% | +3.0% | -3.4% | -0.4% |
| 30D | -0.8% | -30.5% | +29.8% | -0.4% |
| 3M | -1.0% | -35.7% | +34.7% | -0.5% |
| 6M | -1.8% | -29.7% | +27.8% | -1.5% |
| YTD | -0.7% | -28.9% | +28.2% | -0.4% |
| 1Y | +1.0% | -35.9% | +36.9% | +1.4% |
| 3Y | +18.8% | +28.2% | -9.3% | +18.1% |
| 5Y | +3.5% | +11.8% | -8.3% | +2.6% |
| 10Y | +29.2% | +211.6% | -182.4% | +25.6% |
| All | +98.0% | +788.3% | -690.4% | +100.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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