+52.8%
VCIT vs FIVE
+826.1%
-773.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.5% | +0.3% |
| 7D | +0.5% | -1.7% | +2.2% | +0.5% |
| 30D | +2.1% | +14.9% | -12.8% | +1.8% |
| 3M | -1.6% | +7.6% | -9.2% | -1.8% |
| 6M | -1.6% | +6.4% | -8.0% | -1.8% |
| YTD | -1.5% | +28.1% | -29.6% | -2.1% |
| 1Y | -0.4% | +54.7% | -55.1% | -1.4% |
| 3Y | +19.6% | +36.1% | -16.5% | +18.1% |
| 5Y | +3.3% | +14.9% | -11.6% | +1.8% |
| 10Y | +28.9% | +578.8% | -549.9% | +25.2% |
| All | +52.8% | +826.1% | -773.3% | +49.5% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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