+28.6%
VCIT vs REPL
+35.1%
-6.5%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.0% | -8.1% | -0.2% |
| 7D | +0.1% | +22.8% | -22.7% | 0.0% |
| 30D | +1.9% | +63.8% | -61.9% | +1.7% |
| 3M | -1.4% | +68.1% | -69.6% | -1.7% |
| 6M | -2.1% | +528.5% | -530.6% | -3.4% |
| YTD | -1.6% | +122.4% | -124.1% | -2.6% |
| 1Y | -0.9% | +154.4% | -155.3% | -2.0% |
| 3Y | +20.0% | +68.0% | -48.0% | +16.9% |
| 5Y | +3.1% | -35.4% | +38.5% | +1.1% |
| All | +28.6% | +35.1% | -6.5% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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