+2.2%
VCIT vs FRSH
-72.5%
+74.7%
-20.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FRSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.1% | +0.4% | -0.6% |
| 7D | +0.1% | -16.0% | +16.1% | +0.5% |
| 30D | +1.1% | -14.7% | +15.8% | +1.4% |
| 3M | -1.4% | -0.8% | -0.5% | -1.4% |
| 6M | -2.3% | +34.5% | -36.9% | -3.1% |
| YTD | -1.8% | -3.0% | +1.2% | -1.9% |
| 1Y | -1.0% | +4.9% | -5.9% | -1.4% |
| 3Y | +19.3% | -31.9% | +51.2% | +19.6% |
| 5Y | +3.8% | -68.7% | +72.5% | +3.0% |
| All | +2.2% | -72.5% | +74.7% | +1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FRSH.
Daily Out/Under-Performance
Portfolio return minus FRSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FRSH 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 FRSH 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