+96.1%
VCIT vs DKS
+807.5%
-711.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.1% | -2.1% | +2.2% | +0.1% |
| 30D | +1.9% | +7.3% | -5.4% | +1.8% |
| 3M | -1.4% | -28.4% | +27.0% | -1.1% |
| 6M | -2.1% | -36.9% | +34.8% | -1.7% |
| YTD | -1.6% | -27.3% | +25.7% | -1.4% |
| 1Y | -0.9% | -33.2% | +32.3% | -0.5% |
| 3Y | +20.0% | +32.2% | -12.2% | +19.1% |
| 5Y | +3.1% | +22.3% | -19.1% | +2.2% |
| 10Y | +28.7% | +230.5% | -201.7% | +25.1% |
| All | +96.1% | +807.5% | -711.4% | +98.9% |
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