+96.1%
VCIT vs HALO
+1,506.7%
-1,410.6%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HALO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -15.7% | +15.6% | -0.1% |
| 7D | +0.1% | -20.8% | +20.9% | +0.2% |
| 30D | +1.9% | -6.5% | +8.4% | +1.9% |
| 3M | -1.4% | +20.8% | -22.3% | -1.5% |
| 6M | -2.1% | +56.2% | -58.3% | -2.3% |
| YTD | -1.6% | +54.0% | -55.6% | -1.8% |
| 1Y | -0.9% | +51.5% | -52.4% | -1.1% |
| 3Y | +20.0% | +193.9% | -173.9% | +19.4% |
| 5Y | +3.1% | +154.6% | -151.4% | +2.7% |
| 10Y | +28.7% | +1,124.9% | -1,096.2% | +29.3% |
| All | +96.1% | +1,506.7% | -1,410.6% | +99.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling