+96.3%
VCIT vs FDS
+468.1%
-371.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.5% | +0.7% | +0.2% |
| 7D | +0.5% | +6.4% | -5.9% | +0.3% |
| 30D | +2.1% | +25.2% | -23.1% | +1.6% |
| 3M | -1.6% | +22.9% | -24.5% | -2.1% |
| 6M | -1.6% | +56.5% | -58.1% | -2.7% |
| YTD | -1.5% | +19.0% | -20.5% | -2.0% |
| 1Y | -0.4% | +32.7% | -33.1% | -1.2% |
| 3Y | +19.6% | -20.4% | +40.0% | +20.0% |
| 5Y | +3.3% | -19.6% | +22.9% | +3.4% |
| 10Y | +28.9% | +148.5% | -119.6% | +30.2% |
| All | +96.3% | +468.1% | -371.8% | +102.5% |
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