+6.9%
VCIT vs MULL
+1,303.2%
-1,296.2%
-4.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.3% | +2.6% | -0.7% |
| 7D | -1.4% | +43.3% | -44.7% | -1.6% |
| 30D | +0.8% | -37.4% | +38.2% | +1.0% |
| 3M | -1.7% | -36.8% | +35.1% | -1.6% |
| 6M | -2.1% | -36.9% | +34.8% | -2.3% |
| YTD | -2.0% | +250.7% | -252.7% | -3.3% |
| 1Y | -1.5% | +337.6% | -339.1% | -2.9% |
| All | +6.9% | +1,303.2% | -1,296.2% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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