+52.5%
VCIT vs FIVE
+867.4%
-814.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | +0.5% |
| 7D | +0.4% | +7.5% | -7.0% | +0.3% |
| 30D | +2.2% | +16.7% | -14.5% | +1.8% |
| 3M | -1.8% | +13.4% | -15.2% | -2.1% |
| 6M | -1.6% | +9.0% | -10.7% | -1.9% |
| YTD | -1.7% | +33.8% | -35.5% | -2.4% |
| 1Y | -0.8% | +61.2% | -62.0% | -1.9% |
| 3Y | +19.3% | +42.1% | -22.8% | +17.7% |
| 5Y | +3.5% | +21.4% | -17.9% | +1.9% |
| 10Y | +28.6% | +609.1% | -580.5% | +24.8% |
| All | +52.5% | +867.4% | -814.9% | +49.1% |
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