+28.9%
VCIT vs FDS
+135.4%
-106.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.7% | +3.6% | 0.0% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | +1.9% | +20.2% | -18.3% | +1.2% |
| 3M | -1.4% | +19.9% | -21.3% | -2.2% |
| 6M | -2.1% | +56.2% | -58.3% | -4.1% |
| YTD | -1.6% | +14.6% | -16.2% | -2.4% |
| 1Y | -0.9% | +31.6% | -32.5% | -2.4% |
| 3Y | +20.0% | -23.8% | +43.8% | +21.2% |
| 5Y | +3.1% | -22.6% | +25.7% | +3.7% |
| All | +28.9% | +135.4% | -106.4% | +29.7% |
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