+31.5%
VCIT vs FDS
+132.8%
-101.2%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -0.1% |
| 7D | -0.5% | -2.1% | +1.6% | -0.4% |
| 30D | +1.5% | +16.0% | -14.5% | +0.8% |
| 3M | -1.0% | +18.8% | -19.8% | -1.7% |
| 6M | -1.7% | +54.1% | -55.8% | -3.6% |
| YTD | -1.4% | +17.0% | -18.4% | -2.2% |
| 1Y | -0.9% | +25.5% | -26.5% | -2.2% |
| 3Y | +19.8% | -23.3% | +43.1% | +21.0% |
| 5Y | +4.6% | -22.6% | +27.2% | +5.2% |
| 10Y | +31.5% | +130.2% | -98.7% | +30.5% |
| All | +31.5% | +132.8% | -101.2% | +30.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS 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 FDS 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