+96.3%
VCIT vs FFIV
+559.2%
-462.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FFIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +0.3% |
| 7D | +0.5% | -14.2% | +14.7% | +0.6% |
| 30D | +2.1% | -33.6% | +35.7% | +2.5% |
| 3M | -1.6% | -24.2% | +22.6% | -1.3% |
| 6M | -1.6% | -8.3% | +6.7% | -1.6% |
| YTD | -1.5% | +22.1% | -23.6% | -1.8% |
| 1Y | -0.4% | +26.5% | -26.9% | -0.7% |
| 3Y | +19.6% | +102.3% | -82.8% | +18.6% |
| 5Y | +3.3% | +40.6% | -37.4% | +2.4% |
| 10Y | +28.9% | +129.7% | -100.8% | +27.9% |
| All | +96.3% | +559.2% | -462.9% | +103.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling