+31.5%
VCIT vs HDB
+64.3%
-32.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.1% | 0.0% |
| 7D | -0.5% | +6.9% | -7.4% | -0.8% |
| 30D | +1.5% | +15.2% | -13.8% | +0.9% |
| 3M | -1.0% | +11.7% | -12.7% | -1.4% |
| 6M | -1.7% | +7.5% | -9.2% | -2.0% |
| YTD | -1.4% | -28.8% | +27.4% | -0.3% |
| 1Y | -0.9% | -29.1% | +28.2% | +0.2% |
| 3Y | +19.8% | -7.0% | +26.8% | +19.6% |
| 5Y | +4.6% | -22.1% | +26.7% | +4.7% |
| 10Y | +31.5% | +64.9% | -33.4% | +29.2% |
| All | +31.5% | +64.3% | -32.8% | +29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside HDB.
Daily Out/Under-Performance
Portfolio return minus HDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HDB 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 HDB 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