+39.3%
VCIT vs P
+485.4%
-446.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | 0.0% |
| 7D | -0.3% | +6.5% | -6.9% | -0.4% |
| 30D | -0.8% | +18.8% | -19.6% | -1.1% |
| 3M | -1.0% | +26.7% | -27.8% | -1.4% |
| 6M | -1.8% | +62.2% | -64.0% | -2.7% |
| YTD | -0.7% | +48.5% | -49.2% | -1.5% |
| 1Y | +1.0% | +26.4% | -25.4% | +0.3% |
| 3Y | +18.8% | +159.4% | -140.6% | +15.9% |
| 5Y | +3.5% | +275.8% | -272.3% | 0.0% |
| 10Y | +29.2% | +732.0% | -702.8% | +23.8% |
| All | +39.3% | +485.4% | -446.1% | +33.4% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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