+31.4%
VCIT vs FDS
+127.0%
-95.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.6% |
| 7D | -1.4% | -2.6% | +1.2% | -1.3% |
| 30D | +0.8% | +14.1% | -13.3% | +0.2% |
| 3M | -1.7% | +19.8% | -21.5% | -2.5% |
| 6M | -2.1% | +55.0% | -57.0% | -4.0% |
| YTD | -2.0% | +15.9% | -17.9% | -2.8% |
| 1Y | -1.5% | +24.2% | -25.7% | -2.7% |
| 3Y | +19.0% | -24.0% | +43.0% | +20.3% |
| 5Y | +3.8% | -23.3% | +27.1% | +4.4% |
| All | +31.4% | +127.0% | -95.6% | +30.7% |
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