+30.6%
VCIT vs FDS
+135.1%
-104.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.1% |
| 7D | +0.7% | -5.0% | +5.7% | +0.9% |
| 30D | +1.8% | +13.8% | -12.0% | +1.3% |
| 3M | -1.6% | +14.8% | -16.4% | -2.2% |
| 6M | -2.1% | +47.4% | -49.5% | -3.9% |
| YTD | -1.6% | +14.2% | -15.7% | -2.3% |
| 1Y | -0.8% | +26.6% | -27.4% | -2.1% |
| 3Y | +19.9% | -24.4% | +44.4% | +21.2% |
| 5Y | +3.3% | -22.6% | +26.0% | +3.9% |
| 10Y | +30.6% | +130.0% | -99.3% | +30.0% |
| All | +30.6% | +135.1% | -104.5% | +30.0% |
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