+31.2%
VCIT vs FFIV
+118.6%
-87.4%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.7% | +2.5% | -0.1% |
| 7D | -1.4% | -0.5% | -0.9% | -1.4% |
| 30D | +0.6% | -32.4% | +33.0% | +1.7% |
| 3M | -2.2% | -25.7% | +23.5% | -1.5% |
| 6M | -2.3% | -13.5% | +11.2% | -2.1% |
| YTD | -2.2% | +21.1% | -23.3% | -3.2% |
| 1Y | -1.4% | +29.4% | -30.8% | -2.6% |
| 3Y | +18.7% | +94.9% | -76.1% | +14.9% |
| 5Y | +3.6% | +34.7% | -31.1% | +0.8% |
| All | +31.2% | +118.6% | -87.4% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FFIV.
Daily Out/Under-Performance
Portfolio return minus FFIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FFIV 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 FFIV 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