+98.0%
VCIT vs FDS
+403.9%
-305.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.5% | +3.5% | +0.1% |
| 7D | -0.3% | -1.9% | +1.6% | -0.3% |
| 30D | -0.8% | +9.0% | -9.8% | -1.0% |
| 3M | -1.0% | +18.9% | -19.9% | -1.4% |
| 6M | -1.8% | +35.1% | -37.0% | -2.6% |
| YTD | -0.7% | +5.5% | -6.2% | -0.9% |
| 1Y | +1.0% | -16.8% | +17.8% | +1.3% |
| 3Y | +18.8% | -28.1% | +46.9% | +19.6% |
| 5Y | +3.5% | -17.4% | +20.9% | +3.8% |
| 10Y | +29.2% | +85.4% | -56.2% | +30.6% |
| All | +98.0% | +403.9% | -305.9% | +104.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling