+31.2%
VCIT vs HALO
+689.5%
-658.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.4% | -3.2% | +1.8% | -1.4% |
| 30D | +0.6% | -14.2% | +14.7% | +0.9% |
| 3M | -2.2% | -0.4% | -1.8% | -2.3% |
| 6M | -2.3% | +43.2% | -45.5% | -3.2% |
| YTD | -2.2% | +49.0% | -51.2% | -3.3% |
| 1Y | -1.4% | +40.8% | -42.2% | -2.3% |
| 3Y | +18.7% | +167.4% | -148.6% | +15.3% |
| 5Y | +3.6% | +157.4% | -153.8% | +0.4% |
| All | +31.2% | +689.5% | -658.3% | +24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside HALO.
Daily Out/Under-Performance
Portfolio return minus HALO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HALO 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 HALO 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