-1.6%
VCIT vs FDS
+51.7%
-53.3%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.5% | +6.4% | -5.9% | +0.4% |
| 30D | +2.1% | +25.2% | -23.1% | +2.0% |
| 3M | -1.6% | +22.9% | -24.5% | -1.7% |
| 6M | -1.6% | +56.5% | -58.1% | -1.4% |
| All | -1.6% | +51.7% | -53.3% | -1.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling