+31.2%
VCIT vs FDS
+127.7%
-96.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.4% | +1.5% | -2.9% | -1.5% |
| 30D | +0.6% | +14.8% | -14.3% | 0.0% |
| 3M | -2.2% | +16.3% | -18.5% | -2.9% |
| 6M | -2.3% | +66.2% | -68.6% | -4.6% |
| YTD | -2.2% | +16.2% | -18.4% | -3.0% |
| 1Y | -1.4% | +21.8% | -23.2% | -2.5% |
| 3Y | +18.7% | -23.9% | +42.6% | +20.0% |
| 5Y | +3.6% | -23.1% | +26.7% | +4.2% |
| All | +31.2% | +127.7% | -96.5% | +30.4% |
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