+7.4%
VCIT vs MULL
+968.6%
-961.2%
-5.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.1% | -9.2% | -0.2% |
| 7D | +0.1% | -42.7% | +42.8% | +0.3% |
| 30D | +1.9% | -63.8% | +65.7% | +2.4% |
| 3M | -1.4% | -49.0% | +47.6% | -1.2% |
| 6M | -2.1% | -38.2% | +36.0% | -2.4% |
| YTD | -1.6% | +167.0% | -168.7% | -2.7% |
| 1Y | -0.9% | +247.7% | -248.6% | -2.2% |
| All | +7.4% | +968.6% | -961.2% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling