+3.5%
VCIT vs PL
+24.5%
-21.0%
-19.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -6.4% | +7.0% | +0.7% |
| 7D | +0.4% | -11.7% | +12.2% | +0.6% |
| 30D | +2.2% | -27.1% | +29.3% | +2.6% |
| 3M | -1.8% | -44.6% | +42.8% | -1.2% |
| 6M | -1.6% | -67.2% | +65.5% | -0.5% |
| YTD | -1.7% | -35.9% | +34.1% | -1.6% |
| 1Y | -0.8% | -0.4% | -0.4% | -1.5% |
| 3Y | +19.3% | +454.8% | -435.5% | +13.4% |
| 5Y | +3.5% | +24.8% | -21.2% | -0.6% |
| All | +3.5% | +24.5% | -21.0% | -0.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 5y: compounded portfolio wealth divided by compounded PL 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…
5y analysis · Full analysis span regression · 6 months rolling