+31.5%
VCIT vs DRI
+339.9%
-308.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -0.5% | -0.7% | +0.2% | -0.5% |
| 30D | +1.5% | +14.7% | -13.2% | +1.0% |
| 3M | -1.0% | +5.4% | -6.4% | -1.2% |
| 6M | -1.7% | +18.8% | -20.5% | -2.3% |
| YTD | -1.4% | +28.4% | -29.7% | -2.4% |
| 1Y | -0.9% | +37.7% | -38.6% | -2.2% |
| 3Y | +19.8% | +68.0% | -48.2% | +17.1% |
| 5Y | +4.6% | +78.8% | -74.2% | +1.7% |
| 10Y | +31.5% | +334.2% | -302.6% | +24.6% |
| All | +31.5% | +339.9% | -308.3% | +24.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling