+31.4%
VCIT vs OKTA
+605.7%
-574.3%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | OKTA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | 0.0% |
| 7D | +0.1% | +0.7% | -0.6% | +0.1% |
| 30D | -0.8% | +13.0% | -13.8% | -1.1% |
| 3M | -0.5% | +43.4% | -44.0% | -1.4% |
| 6M | -1.4% | +107.6% | -109.0% | -3.3% |
| YTD | -0.8% | +93.8% | -94.6% | -2.6% |
| 1Y | +0.3% | +80.8% | -80.5% | -1.4% |
| 3Y | +19.2% | +91.8% | -72.6% | +16.4% |
| 5Y | +3.6% | -36.4% | +40.0% | +1.9% |
| All | +31.4% | +605.7% | -574.3% | +28.5% |
Cumulative growth
Daily Returns
Daily percentage return beside OKTA.
Daily Out/Under-Performance
Portfolio return minus OKTA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKTA 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 OKTA 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